BNP Paribas Call 60 RIO 20.06.2025
/ DE000PC5CNQ2
BNP Paribas Call 60 RIO 20.06.202.../ DE000PC5CNQ2 /
9/5/2024 4:20:57 PM |
Chg.+0.001 |
Bid5:00:34 PM |
Ask5:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
+1.54% |
0.067 Bid Size: 25,000 |
0.077 Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
60.00 GBP |
6/20/2025 |
Call |
Master data
WKN: |
PC5CNQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 GBP |
Maturity: |
6/20/2025 |
Issue date: |
2/20/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
72.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
-1.70 |
Time value: |
0.08 |
Break-even: |
71.93 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.01 |
Spread %: |
15.38% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
10.26 |
Rho: |
0.05 |
Quote data
Open: |
0.061 |
High: |
0.066 |
Low: |
0.061 |
Previous Close: |
0.065 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.00% |
1 Month |
|
|
-58.75% |
3 Months |
|
|
-82.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.065 |
1M High / 1M Low: |
0.160 |
0.065 |
6M High / 6M Low: |
0.670 |
0.065 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.311 |
Avg. volume 6M: |
|
2.381 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.65% |
Volatility 6M: |
|
140.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |