BNP Paribas Call 45 RIO 20.12.2024
/ DE000PC3BVF5
BNP Paribas Call 45 RIO 20.12.202.../ DE000PC3BVF5 /
| 13/11/2024 17:20:51 |
Chg.+0.020 |
Bid17:29:23 |
Ask17:29:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
45.00 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
16/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
0.33 |
| Time value: |
0.07 |
| Break-even: |
58.00 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
11.40 |
| Rho: |
0.04 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.95% |
| 1 Month |
|
|
-52.33% |
| 3 Months |
|
|
-25.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.390 |
| 1M High / 1M Low: |
0.910 |
0.390 |
| 6M High / 6M Low: |
1.690 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.25% |
| Volatility 6M: |
|
151.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
