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: |
|
- |
