BNP Paribas Call 100 RMBS 16.01.2026
/ DE000PC34TH3
BNP Paribas Call 100 RMBS 16.01.2.../ DE000PC34TH3 /
| 06/09/2024 12:29:50 |
Chg.-0.020 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
Rambus Inc |
100.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC34TH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
30/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.50 |
| Parity: |
-5.61 |
| Time value: |
0.12 |
| Break-even: |
91.41 |
| Moneyness: |
0.38 |
| Premium: |
1.68 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
3.91 |
| Rho: |
0.05 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
-76.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.090 |
| 1M High / 1M Low: |
0.220 |
0.090 |
| 6M High / 6M Low: |
0.930 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
108.696 |
| Avg. price 6M: |
|
0.469 |
| Avg. volume 6M: |
|
19.380 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.56% |
| Volatility 6M: |
|
201.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
