BNP Paribas Call 40 RMBS 19.12.2025
/ DE000PG6A5Y2
BNP Paribas Call 40 RMBS 19.12.20.../ DE000PG6A5Y2 /
| 2025-01-15 4:55:14 PM |
Chg.+0.150 |
Bid5:16:06 PM |
Ask5:16:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
+7.08% |
2.270
Bid Size: 22,990 |
2.290
Ask Size: 22,990 |
Rambus Inc |
40.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PG6A5Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.54 |
| Parity: |
1.50 |
| Time value: |
0.63 |
| Break-even: |
61.30 |
| Moneyness: |
1.37 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.08 |
| Rho: |
0.21 |
Quote data
| Open: |
2.130 |
| High: |
2.280 |
| Low: |
2.090 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.09% |
| 1 Month |
|
|
+3.65% |
| 3 Months |
|
|
+90.76% |
| YTD |
|
|
+20.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
2.100 |
| 1M High / 1M Low: |
2.340 |
1.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-08 |
2.160 |
| Low (YTD): |
2025-01-02 |
1.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
