BNP Paribas Call 45 RIO 19.12.2025
/ DE000PC5CN21
BNP Paribas Call 45 RIO 19.12.202.../ DE000PC5CN21 /
| 7/26/2024 10:11:51 AM |
Chg.+0.08 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+8.33% |
-
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: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.23 |
| Parity: |
0.67 |
| Time value: |
0.34 |
| Break-even: |
63.44 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
5.09 |
| Rho: |
0.58 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
0.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.64% |
| 1 Month |
|
|
-14.05% |
| 3 Months |
|
|
-32.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.88 |
| 1M High / 1M Low: |
1.32 |
0.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
2,440 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
1,772.50 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
