BNP Paribas Call 4 RR/ 20.09.2024
/ DE000PC6M4K9
BNP Paribas Call 4 RR/ 20.09.2024/ DE000PC6M4K9 /
| 06/08/2024 10:06:20 |
Chg.+0.100 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+14.08% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
4.00 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
PC6M4K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
0.44 |
| Time value: |
0.25 |
| Break-even: |
5.36 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.06 |
| Spread %: |
9.52% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
5.23 |
| Rho: |
0.00 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
+37.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.660 |
| 1M High / 1M Low: |
1.230 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
