BNP Paribas Call 48 RIO 20.06.2025
/ DE000PG4Y2X5
BNP Paribas Call 48 RIO 20.06.202.../ DE000PG4Y2X5 /
| 10/18/2024 3:20:58 PM |
Chg.+0.050 |
Bid3:55:58 PM |
Ask3:55:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+8.33% |
0.650
Bid Size: 25,000 |
0.660
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
48.00 GBP |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/26/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.22 |
| Time value: |
0.40 |
| Break-even: |
63.87 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
6.35 |
| Rho: |
0.22 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.650 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.58% |
| 1 Month |
|
|
+27.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.600 |
| 1M High / 1M Low: |
1.030 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
