BNP Paribas Call 3.2 RR/ 21.06.2024
/ DE000PC1MBA9
BNP Paribas Call 3.2 RR/ 21.06.20.../ DE000PC1MBA9 /
| 2024-05-21 5:21:08 PM |
Chg.-0.020 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-1.46% |
1.350
Bid Size: 10,000 |
1.370
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.20 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PC1MBA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.20 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.42 |
| Parity: |
1.29 |
| Time value: |
0.08 |
| Break-even: |
5.12 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.48% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
3.33 |
| Rho: |
0.00 |
Quote data
| Open: |
1.410 |
| High: |
1.410 |
| Low: |
1.330 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.66% |
| 1 Month |
|
|
+39.18% |
| 3 Months |
|
|
+193.48% |
| YTD |
|
|
+297.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.200 |
| 1M High / 1M Low: |
1.370 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
1.370 |
| Low (YTD): |
2024-02-01 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
