BNP Paribas Call 4 RR/ 20.12.2024
/ DE000PC25PS6
BNP Paribas Call 4 RR/ 20.12.2024/ DE000PC25PS6 /
| 2024-08-06 10:11:35 AM |
Chg.+0.140 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+16.47% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
4.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC25PS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.37 |
| Parity: |
0.44 |
| Time value: |
0.45 |
| Break-even: |
5.56 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
7.23% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
3.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.28% |
| 1 Month |
|
|
-7.48% |
| 3 Months |
|
|
+35.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
0.830 |
| 1M High / 1M Low: |
1.390 |
0.760 |
| 6M High / 6M Low: |
1.390 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.805 |
| Avg. volume 6M: |
|
160 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.29% |
| Volatility 6M: |
|
156.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
