BNP Paribas Call 5 RR/ 20.12.2024
/ DE000PC6M4L7
BNP Paribas Call 5 RR/ 20.12.2024/ DE000PC6M4L7 /
| 10/14/2024 9:56:59 AM |
Chg.+0.070 |
Bid2:30:53 PM |
Ask2:30:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+10.94% |
0.710
Bid Size: 13,000 |
0.730
Ask Size: 13,000 |
Rolls-Royce Holdings... |
5.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
PC6M4L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.36 |
| Parity: |
0.37 |
| Time value: |
0.37 |
| Break-even: |
6.71 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
5.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.41% |
| 1 Month |
|
|
+61.36% |
| 3 Months |
|
|
+108.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.620 |
| 1M High / 1M Low: |
0.690 |
0.450 |
| 6M High / 6M Low: |
0.690 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.37% |
| Volatility 6M: |
|
202.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
