BNP Paribas Call 55 RIO 21.06.2024
/ DE000PC3BU82
BNP Paribas Call 55 RIO 21.06.202.../ DE000PC3BU82 /
| 2024-04-26 5:20:59 PM |
Chg.+0.040 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+18.18% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC ORD 10... |
55.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PC3BU8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.05 |
| Time value: |
0.27 |
| Break-even: |
66.95 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
12.21 |
| Rho: |
0.05 |
Quote data
| Open: |
0.280 |
| High: |
0.290 |
| Low: |
0.260 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+160.00% |
| 3 Months |
|
|
-35.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
