BNP Paribas Call 48 RIO 20.06.2025
/ DE000PG4Y2X5
BNP Paribas Call 48 RIO 20.06.202.../ DE000PG4Y2X5 /
| 17/09/2024 16:21:01 |
Chg.+0.020 |
Bid17:08:48 |
Ask17:08:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.530
Bid Size: 25,000 |
0.540
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
48.00 GBP |
20/06/2025 |
Call |
Master data
| WKN: |
PG4Y2X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 GBP |
| Maturity: |
20/06/2025 |
| Issue date: |
26/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.04 |
| Time value: |
0.53 |
| Break-even: |
62.28 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
6.17 |
| Rho: |
0.21 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.380 |
| 1M High / 1M Low: |
0.580 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
