BNP Paribas Call 55 RIO 20.06.2025
/ DE000PC5CNR0
BNP Paribas Call 55 RIO 20.06.202.../ DE000PC5CNR0 /
05/09/2024 17:20:58 |
Chg.+0.010 |
Bid05/09/2024 |
Ask05/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
0.150 Bid Size: 25,000 |
0.160 Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
55.00 GBP |
20/06/2025 |
Call |
Master data
WKN: |
PC5CNR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 GBP |
Maturity: |
20/06/2025 |
Issue date: |
20/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
-1.11 |
Time value: |
0.15 |
Break-even: |
66.75 |
Moneyness: |
0.83 |
Premium: |
0.23 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
9.06 |
Rho: |
0.10 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-48.28% |
3 Months |
|
|
-74.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.140 |
1M High / 1M Low: |
0.290 |
0.140 |
6M High / 6M Low: |
0.970 |
0.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.229 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.496 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.75% |
Volatility 6M: |
|
123.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |