BNP Paribas Call 100 RMBS 20.12.2024
/ DE000PC34S17
BNP Paribas Call 100 RMBS 20.12.2.../ DE000PC34S17 /
| 2024-07-31 8:06:34 AM |
Chg.-0.013 |
Bid9:49:48 PM |
Ask9:49:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-56.52% |
0.011
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
Rambus Inc |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC34S1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.49 |
| Parity: |
-4.75 |
| Time value: |
0.09 |
| Break-even: |
93.37 |
| Moneyness: |
0.49 |
| Premium: |
1.08 |
| Premium p.a.: |
5.56 |
| Spread abs.: |
0.08 |
| Spread %: |
1,200.00% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
5.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-87.50% |
| 1 Month |
|
|
-79.59% |
| 3 Months |
|
|
-91.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.023 |
| 1M High / 1M Low: |
0.130 |
0.023 |
| 6M High / 6M Low: |
0.460 |
0.023 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.33% |
| Volatility 6M: |
|
325.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
