BNP Paribas Call 52 RIO 20.12.2024
/ DE000PC6M390
BNP Paribas Call 52 RIO 20.12.202.../ DE000PC6M390 /
| 10/7/2024 5:20:47 PM |
Chg.0.000 |
Bid10/7/2024 |
Ask10/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.410
Bid Size: 25,000 |
0.420
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
52.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
PC6M39 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.04 |
| Time value: |
0.38 |
| Break-even: |
66.38 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
8.42 |
| Rho: |
0.06 |
Quote data
| Open: |
0.400 |
| High: |
0.420 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+550.79% |
| 3 Months |
|
|
-8.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.068 |
| 6M High / 6M Low: |
1.030 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
430.07% |
| Volatility 6M: |
|
230.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
