BNP Paribas Call 100 RMBS 19.12.2025
/ DE000PC34TD2
BNP Paribas Call 100 RMBS 19.12.2.../ DE000PC34TD2 /
| 11/13/2024 9:50:28 PM |
Chg.-0.030 |
Bid9:56:44 PM |
Ask9:56:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.270
Bid Size: 50,958 |
0.290
Ask Size: 50,958 |
Rambus Inc |
100.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC34TD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.54 |
| Parity: |
-4.20 |
| Time value: |
0.31 |
| Break-even: |
97.29 |
| Moneyness: |
0.55 |
| Premium: |
0.87 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
3.94 |
| Rho: |
0.10 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.86% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.290 |
| 1M High / 1M Low: |
0.350 |
0.110 |
| 6M High / 6M Low: |
0.690 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.96% |
| Volatility 6M: |
|
232.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
