BNP Paribas Call 4.8 RR/ 20.12.2024
/ DE000PC61WY5
BNP Paribas Call 4.8 RR/ 20.12.20.../ DE000PC61WY5 /
10/09/2024 11:20:53 |
Chg.+0.020 |
Bid10/09/2024 |
Ask10/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+4.55% |
0.460 Bid Size: 18,000 |
0.470 Ask Size: 18,000 |
Rolls-Royce Holdings... |
4.80 GBP |
20/12/2024 |
Call |
Master data
WKN: |
PC61WY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.80 GBP |
Maturity: |
20/12/2024 |
Issue date: |
21/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.36 |
Parity: |
-0.05 |
Time value: |
0.46 |
Break-even: |
6.15 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
0.54 |
Theta: |
0.00 |
Omega: |
6.65 |
Rho: |
0.01 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.460 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.17% |
1 Month |
|
|
-23.33% |
3 Months |
|
|
-23.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.400 |
1M High / 1M Low: |
0.700 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.601 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |