BNP Paribas Call 40 RMBS 16.01.2026
/ DE000PG6A5Z9
BNP Paribas Call 40 RMBS 16.01.20.../ DE000PG6A5Z9 /
| 2025-01-15 8:10:40 AM |
Chg.+0.01 |
Bid4:58:24 PM |
Ask4:58:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
+0.47% |
2.28
Bid Size: 23,162 |
2.30
Ask Size: 23,162 |
Rambus Inc |
40.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PG6A5Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.54 |
| Parity: |
1.50 |
| Time value: |
0.66 |
| Break-even: |
61.60 |
| Moneyness: |
1.37 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.05 |
| Rho: |
0.23 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.49% |
| 3 Months |
|
|
+62.41% |
| YTD |
|
|
+10.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
2.11 |
| 1M High / 1M Low: |
2.37 |
1.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-07 |
2.19 |
| Low (YTD): |
2025-01-02 |
1.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
