BNP Paribas Call 45 RIO 19.12.2025
/ DE000PC5CN21
BNP Paribas Call 45 RIO 19.12.202.../ DE000PC5CN21 /
| 06/09/2024 16:29:56 |
Chg.-0.010 |
Bid17:30:01 |
Ask17:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-1.49% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
45.00 GBP |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
0.12 |
| Time value: |
0.59 |
| Break-even: |
60.48 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
5.03 |
| Rho: |
0.37 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
1,980 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.670 |
| 1M High / 1M Low: |
0.940 |
0.670 |
| 6M High / 6M Low: |
1.840 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
1,400 |
| Avg. price 1M: |
|
0.843 |
| Avg. volume 1M: |
|
1,045.455 |
| Avg. price 6M: |
|
1.217 |
| Avg. volume 6M: |
|
505.556 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.92% |
| Volatility 6M: |
|
91.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
