BNP Paribas Call 50 RIO 20.12.2024
/ DE000PC3BVE8
BNP Paribas Call 50 RIO 20.12.202.../ DE000PC3BVE8 /
| 11/12/2024 5:21:08 PM |
Chg.-0.053 |
Bid5:29:10 PM |
Ask5:29:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-40.77% |
0.077
Bid Size: 25,000 |
0.087
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
PC3BVE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.14 |
| Time value: |
0.14 |
| Break-even: |
61.79 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
17.73 |
| Rho: |
0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.077 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.48% |
| 1 Month |
|
|
-81.22% |
| 3 Months |
|
|
-74.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.130 |
| 1M High / 1M Low: |
0.410 |
0.130 |
| 6M High / 6M Low: |
1.200 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.99% |
| Volatility 6M: |
|
245.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
