BNP Paribas Call 2.8 RR/ 20.12.2024
/ DE000PC21SB5
BNP Paribas Call 2.8 RR/ 20.12.20.../ DE000PC21SB5 /
| 2024-06-03 4:21:08 PM |
Chg.+0.090 |
Bid4:32:00 PM |
Ask4:32:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.260EUR |
+4.15% |
2.270
Bid Size: 10,000 |
2.290
Ask Size: 10,000 |
Rolls-Royce Holdings... |
2.80 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC21SB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.42 |
| Parity: |
2.03 |
| Time value: |
0.15 |
| Break-even: |
5.47 |
| Moneyness: |
1.62 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.26 |
| Rho: |
0.02 |
Quote data
| Open: |
2.300 |
| High: |
2.310 |
| Low: |
2.260 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.71% |
| 1 Month |
|
|
+26.97% |
| 3 Months |
|
|
+66.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
2.110 |
| 1M High / 1M Low: |
2.170 |
1.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
