BNP Paribas Call 60 RIO 20.12.2024
/ DE000PC3BVC2
BNP Paribas Call 60 RIO 20.12.202.../ DE000PC3BVC2 /
| 29/07/2024 10:20:05 |
Chg.-0.005 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-8.06% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
60.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
PC3BVC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
16/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
-1.13 |
| Time value: |
0.07 |
| Break-even: |
71.78 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
17.86% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
14.06 |
| Rho: |
0.03 |
Quote data
| Open: |
0.055 |
| High: |
0.057 |
| Low: |
0.055 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.91% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
-83.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.036 |
| 1M High / 1M Low: |
0.150 |
0.036 |
| 6M High / 6M Low: |
0.490 |
0.036 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.44% |
| Volatility 6M: |
|
225.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
