BNP Paribas Call 40 RIO 19.12.2025
/ DE000PC6M4C6
BNP Paribas Call 40 RIO 19.12.202.../ DE000PC6M4C6 /
2024-09-11 4:21:20 PM |
Chg.+0.070 |
Bid4:57:46 PM |
Ask4:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.100EUR |
+6.80% |
1.100 Bid Size: 25,000 |
1.110 Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
40.00 GBP |
2025-12-19 |
Call |
Master data
WKN: |
PC6M4C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 GBP |
Maturity: |
2025-12-19 |
Issue date: |
2024-03-14 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
0.68 |
Time value: |
0.36 |
Break-even: |
57.88 |
Moneyness: |
1.14 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.97% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
4.21 |
Rho: |
0.42 |
Quote data
Open: |
1.120 |
High: |
1.120 |
Low: |
1.090 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.76% |
1 Month |
|
|
-13.39% |
3 Months |
|
|
-34.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.990 |
1M High / 1M Low: |
1.290 |
0.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |