BNP Paribas Call 45 RIO 19.12.2025
/ DE000PC5CN21
BNP Paribas Call 45 RIO 19.12.202.../ DE000PC5CN21 /
| 11/12/2024 9:43:08 AM |
Chg.-0.090 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-10.11% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
45.00 GBP |
12/19/2025 |
Call |
Master data
| WKN: |
PC5CN2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
12/19/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
0.47 |
| Time value: |
0.38 |
| Break-even: |
62.85 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
5.21 |
| Rho: |
0.39 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.33% |
| 1 Month |
|
|
-26.61% |
| 3 Months |
|
|
-12.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.890 |
| 1M High / 1M Low: |
1.110 |
0.890 |
| 6M High / 6M Low: |
1.840 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.113 |
| Avg. volume 6M: |
|
703.101 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.27% |
| Volatility 6M: |
|
101.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
