BNP Paribas Call 55 RIO 20.06.2025
/ DE000PC5CNR0
BNP Paribas Call 55 RIO 20.06.202.../ DE000PC5CNR0 /
14/08/2024 17:20:54 |
Chg.-0.030 |
Bid14/08/2024 |
Ask14/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-12.00% |
0.220 Bid Size: 25,000 |
0.230 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: |
22.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.22 |
Parity: |
-0.62 |
Time value: |
0.26 |
Break-even: |
66.96 |
Moneyness: |
0.90 |
Premium: |
0.15 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
0.38 |
Theta: |
-0.01 |
Omega: |
8.60 |
Rho: |
0.17 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.210 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.52% |
1 Month |
|
|
-52.17% |
3 Months |
|
|
-71.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.250 |
1M High / 1M Low: |
0.430 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.298 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |