BNP Paribas Call 42 RMBS 17.01.2025
/ DE000PG6A5K1
BNP Paribas Call 42 RMBS 17.01.20.../ DE000PG6A5K1 /
| 28/10/2024 14:21:00 |
Chg.+0.020 |
Bid28/10/2024 |
Ask28/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
0.570
Bid Size: 15,694 |
0.670
Ask Size: 15,694 |
Rambus Inc |
42.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PG6A5K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.51 |
| Parity: |
0.14 |
| Time value: |
0.44 |
| Break-even: |
44.70 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
4.27 |
| Rho: |
0.04 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.570 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.67% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.440 |
| 1M High / 1M Low: |
0.660 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
