BNP Paribas Call 40 RMBS 21.03.2025
/ DE000PG6A5R6
BNP Paribas Call 40 RMBS 21.03.20.../ DE000PG6A5R6 /
| 10/9/2024 8:09:16 AM |
Chg.- |
Bid2:52:20 PM |
Ask2:52:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
- |
0.710
Bid Size: 15,503 |
0.810
Ask Size: 15,503 |
Rambus Inc |
40.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PG6A5R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.51 |
| Parity: |
0.20 |
| Time value: |
0.57 |
| Break-even: |
44.26 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.23 |
| Rho: |
0.08 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+15.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.640 |
| 1M High / 1M Low: |
0.770 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.637 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
