BNP Paribas Call 45 RIO 20.12.2024
/ DE000PC3BVF5
BNP Paribas Call 45 RIO 20.12.202.../ DE000PC3BVF5 /
| 9/3/2024 9:51:37 AM |
Chg.-0.050 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-9.80% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
45.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
PC3BVF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.29 |
| Time value: |
0.21 |
| Break-even: |
58.43 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
7.91 |
| Rho: |
0.10 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.23% |
| 1 Month |
|
|
-36.11% |
| 3 Months |
|
|
-64.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.510 |
| 1M High / 1M Low: |
0.690 |
0.510 |
| 6M High / 6M Low: |
1.650 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.001 |
| Avg. volume 6M: |
|
6.400 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.76% |
| Volatility 6M: |
|
129.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
