BNP Paribas Call 52 RIO 20.12.2024
/ DE000PC6M390
BNP Paribas Call 52 RIO 20.12.202.../ DE000PC6M390 /
| 2024-05-17 10:22:15 AM |
Chg.+0.110 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+13.25% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
52.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC6M39 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
0.64 |
| Time value: |
0.35 |
| Break-even: |
70.67 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
5.17 |
| Rho: |
0.24 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.62% |
| 1 Month |
|
|
+23.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.780 |
| 1M High / 1M Low: |
0.940 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
