BNP Paribas Call 40 RIO 20.06.2025
/ DE000PC6M4B8
BNP Paribas Call 40 RIO 20.06.202.../ DE000PC6M4B8 /
8/14/2024 5:21:06 PM |
Chg.-0.090 |
Bid5:22:54 PM |
Ask5:22:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.110EUR |
-7.50% |
1.110 Bid Size: 25,000 |
1.130 Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
40.00 GBP |
6/20/2025 |
Call |
Master data
WKN: |
PC6M4B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 GBP |
Maturity: |
6/20/2025 |
Issue date: |
3/14/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.13 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
1.13 |
Time value: |
0.09 |
Break-even: |
59.01 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
1.67% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.120 |
High: |
1.120 |
Low: |
1.080 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.26% |
1 Month |
|
|
-27.45% |
3 Months |
|
|
-42.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
1.110 |
1M High / 1M Low: |
1.530 |
1.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |