BNP Paribas Call 5 RR/ 20.09.2024
/ DE000PC70SS6
BNP Paribas Call 5 RR/ 20.09.2024/ DE000PC70SS6 /
9/11/2024 5:21:10 PM |
Chg.+0.002 |
Bid5:29:34 PM |
Ask5:29:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
+3.70% |
0.057 Bid Size: 36,000 |
0.100 Ask Size: 36,000 |
Rolls-Royce Holdings... |
5.00 GBP |
9/20/2024 |
Call |
Master data
WKN: |
PC70SS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 GBP |
Maturity: |
9/20/2024 |
Issue date: |
4/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.36 |
Parity: |
-0.32 |
Time value: |
0.10 |
Break-even: |
6.03 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
17.48 |
Spread abs.: |
0.05 |
Spread %: |
88.68% |
Delta: |
0.30 |
Theta: |
-0.01 |
Omega: |
17.06 |
Rho: |
0.00 |
Quote data
Open: |
0.046 |
High: |
0.063 |
Low: |
0.043 |
Previous Close: |
0.054 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-53.33% |
1 Month |
|
|
-75.65% |
3 Months |
|
|
-80.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.032 |
1M High / 1M Low: |
0.280 |
0.032 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.069 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.177 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
492.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |