BNP Paribas Call 45 RIO 19.12.2025
/ DE000PC5CN21
BNP Paribas Call 45 RIO 19.12.202.../ DE000PC5CN21 /
| 03/09/2024 11:58:23 |
Chg.-0.060 |
Bid17:06:25 |
Ask17:06:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-7.69% |
0.700
Bid Size: 25,000 |
0.710
Ask Size: 25,000 |
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: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
0.29 |
| Time value: |
0.50 |
| Break-even: |
61.33 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
5.06 |
| Rho: |
0.41 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.720 |
| Previous Close: |
0.780 |
| Turnover: |
3,650 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.88% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-51.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.780 |
| 1M High / 1M Low: |
0.940 |
0.780 |
| 6M High / 6M Low: |
1.840 |
0.780 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
900 |
| Avg. price 6M: |
|
1.227 |
| Avg. volume 6M: |
|
469.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.27% |
| Volatility 6M: |
|
91.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
