BNP Paribas Call 55 RIO 21.03.2025
/ DE000PC9R2V2
BNP Paribas Call 55 RIO 21.03.202.../ DE000PC9R2V2 /
14/08/2024 17:20:55 |
Chg.-0.030 |
Bid14/08/2024 |
Ask14/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-15.79% |
0.160 Bid Size: 25,000 |
0.170 Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
55.00 GBP |
21/03/2025 |
Call |
Master data
WKN: |
PC9R2V |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 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: |
29.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
-0.62 |
Time value: |
0.20 |
Break-even: |
66.36 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
0.34 |
Theta: |
-0.01 |
Omega: |
9.97 |
Rho: |
0.11 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.150 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-77.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.190 |
1M High / 1M Low: |
0.370 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.208 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.238 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |