BNP Paribas Call 50 RIO 19.12.2025
/ DE000PC5CN13
BNP Paribas Call 50 RIO 19.12.202.../ DE000PC5CN13 /
9/3/2024 9:51:47 AM |
Chg.-0.030 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
Rio Tinto PLC ORD 10... |
50.00 GBP |
12/19/2025 |
Call |
Master data
WKN: |
PC5CN1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 GBP |
Maturity: |
12/19/2025 |
Issue date: |
2/20/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.23 |
Parity: |
-0.31 |
Time value: |
0.51 |
Break-even: |
64.47 |
Moneyness: |
0.95 |
Premium: |
0.14 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.54 |
Theta: |
-0.01 |
Omega: |
5.92 |
Rho: |
0.32 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-57.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.510 |
1M High / 1M Low: |
0.640 |
0.510 |
6M High / 6M Low: |
1.450 |
0.510 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.575 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.898 |
Avg. volume 6M: |
|
24 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.78% |
Volatility 6M: |
|
106.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |