BNP Paribas Call 65 RIO 20.06.202.../  DE000PC5CNN9  /

EUWAX
2024-07-30  10:05:46 AM Chg.-0.018 Bid11:44:07 AM Ask11:44:07 AM Underlying Strike price Expiration date Option type
0.072EUR -20.00% 0.074
Bid Size: 25,000
0.084
Ask Size: 25,000
Rio Tinto PLC ORD 10... 65.00 GBP 2025-06-20 Call
 

Master data

WKN: PC5CNN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 65.00 GBP
Maturity: 2025-06-20
Issue date: 2024-02-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.94
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -1.75
Time value: 0.10
Break-even: 78.21
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.16
Theta: -0.01
Omega: 10.13
Rho: 0.08
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.46%
1 Month
  -48.57%
3 Months
  -78.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.067
1M High / 1M Low: 0.170 0.067
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -