BNP Paribas Call 100 RMBS 16.01.2026
/ DE000PC34TH3
BNP Paribas Call 100 RMBS 16.01.2.../ DE000PC34TH3 /
| 7/31/2024 9:50:29 PM |
Chg.+0.050 |
Bid9:57:29 PM |
Ask9:57:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+20.83% |
0.290
Bid Size: 48,410 |
0.310
Ask Size: 48,410 |
Rambus Inc |
100.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC34TH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/30/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.49 |
| Parity: |
-4.75 |
| Time value: |
0.26 |
| Break-even: |
95.06 |
| Moneyness: |
0.49 |
| Premium: |
1.12 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
3.73 |
| Rho: |
0.10 |
Quote data
| Open: |
0.260 |
| High: |
0.290 |
| Low: |
0.260 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.27% |
| 1 Month |
|
|
-39.58% |
| 3 Months |
|
|
-40.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.240 |
| 1M High / 1M Low: |
0.720 |
0.240 |
| 6M High / 6M Low: |
1.070 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.58% |
| Volatility 6M: |
|
179.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
