BNP Paribas Call 45 RIO 20.06.2025
/ DE000PC5CNV2
BNP Paribas Call 45 RIO 20.06.202.../ DE000PC5CNV2 /
| 30/07/2024 10:05:46 |
Chg.-0.110 |
Bid14:34:13 |
Ask14:34:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-12.09% |
0.810
Bid Size: 25,000 |
0.820
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.23 |
| Parity: |
0.63 |
| Time value: |
0.26 |
| Break-even: |
62.38 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.61 |
| Rho: |
0.37 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.90% |
| 1 Month |
|
|
-27.93% |
| 3 Months |
|
|
-44.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.770 |
| 1M High / 1M Low: |
1.220 |
0.770 |
| 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: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
