BNP Paribas Call 40 RIO 20.06.2025
/ DE000PC6M4B8
BNP Paribas Call 40 RIO 20.06.202.../ DE000PC6M4B8 /
9/6/2024 9:51:44 AM |
Chg.0.000 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
5.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
0.71 |
Time value: |
0.28 |
Break-even: |
57.35 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
0.80 |
Theta: |
-0.01 |
Omega: |
4.43 |
Rho: |
0.27 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.930 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.50% |
1 Month |
|
|
-21.19% |
3 Months |
|
|
-46.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
0.930 |
1M High / 1M Low: |
1.260 |
0.930 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |