BNP Paribas Call 45 RIO 20.06.2025
/ DE000PC5CNV2
BNP Paribas Call 45 RIO 20.06.202.../ DE000PC5CNV2 /
7/26/2024 5:20:55 PM |
Chg.+0.050 |
Bid7/26/2024 |
Ask7/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+5.88% |
- Bid Size: - |
- Ask Size: - |
Rio Tinto PLC ORD 10... |
45.00 GBP |
6/20/2025 |
Call |
Master data
WKN: |
PC5CNV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 GBP |
Maturity: |
6/20/2025 |
Issue date: |
2/20/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.16 |
Historic volatility: |
0.23 |
Parity: |
0.67 |
Time value: |
0.24 |
Break-even: |
62.44 |
Moneyness: |
1.13 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.86 |
Theta: |
-0.01 |
Omega: |
5.64 |
Rho: |
0.38 |
Quote data
Open: |
0.890 |
High: |
0.940 |
Low: |
0.890 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.76% |
1 Month |
|
|
-18.18% |
3 Months |
|
|
-36.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.780 |
1M High / 1M Low: |
1.240 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |