BNP Paribas Call 50 RIO 21.03.2025
/ DE000PC9R2W0
BNP Paribas Call 50 RIO 21.03.202.../ DE000PC9R2W0 /
14/08/2024 10:01:40 |
Chg.-0.070 |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-17.07% |
- Bid Size: - |
- Ask Size: - |
Rio Tinto PLC ORD 10... |
50.00 GBP |
21/03/2025 |
Call |
Master data
WKN: |
PC9R2W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 GBP |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
-0.04 |
Time value: |
0.42 |
Break-even: |
62.71 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.57 |
Theta: |
-0.01 |
Omega: |
7.90 |
Rho: |
0.17 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.05% |
1 Month |
|
|
-52.11% |
3 Months |
|
|
-67.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.400 |
1M High / 1M Low: |
0.660 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |