BNP Paribas Call 40 RIO 19.12.2025
/ DE000PC6M4C6
BNP Paribas Call 40 RIO 19.12.202.../ DE000PC6M4C6 /
| 18/09/2024 09:49:26 |
Chg.-0.05 |
Bid17:30:01 |
Ask17:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
40.00 GBP |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.92 |
| Time value: |
0.34 |
| Break-even: |
59.97 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.74 |
| Rho: |
0.43 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-24.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.10 |
| 1M High / 1M Low: |
1.32 |
1.01 |
| 6M High / 6M Low: |
2.30 |
1.01 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
1,400 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
795.24 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
151.19 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.53% |
| Volatility 6M: |
|
75.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
