BNP Paribas Call 65 RIO 19.12.202.../  DE000PC5CNW0  /

EUWAX
04/09/2024  09:39:20 Chg.- Bid09:00:35 Ask09:00:35 Underlying Strike price Expiration date Option type
0.090EUR - 0.088
Bid Size: 25,000
-
Ask Size: -
Rio Tinto PLC ORD 10... 65.00 GBP 19/12/2025 Call
 

Master data

WKN: PC5CNW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 65.00 GBP
Maturity: 19/12/2025
Issue date: 20/02/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.78
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -2.24
Time value: 0.11
Break-even: 78.29
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.16
Theta: 0.00
Omega: 8.03
Rho: 0.10
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -40.00%
3 Months
  -75.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: 0.610 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.25%
Volatility 6M:   142.00%
Volatility 1Y:   -
Volatility 3Y:   -