BNP Paribas Call 45 RIO 19.12.2025
/ DE000PC5CN21
BNP Paribas Call 45 RIO 19.12.202.../ DE000PC5CN21 /
7/30/2024 10:05:46 AM |
Chg.- |
Bid9:38:07 AM |
Ask9:38:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
- |
0.960 Bid Size: 25,000 |
0.970 Ask Size: 25,000 |
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: |
6.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.15 |
Historic volatility: |
0.23 |
Parity: |
0.63 |
Time value: |
0.36 |
Break-even: |
63.38 |
Moneyness: |
1.12 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
1.02% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
5.08 |
Rho: |
0.56 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.10% |
1 Month |
|
|
-25.62% |
3 Months |
|
|
-41.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.900 |
1M High / 1M Low: |
1.320 |
0.880 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.964 |
Avg. volume 1W: |
|
1,600 |
Avg. price 1M: |
|
1.111 |
Avg. volume 1M: |
|
1,611.364 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |