BNP Paribas Call 42 RMBS 21.03.2025
/ DE000PG6A5Q8
BNP Paribas Call 42 RMBS 21.03.20.../ DE000PG6A5Q8 /
| 13/11/2024 19:50:36 |
Chg.-0.030 |
Bid20:02:36 |
Ask20:02:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-2.03% |
1.440
Bid Size: 22,980 |
1.460
Ask Size: 22,980 |
Rambus Inc |
42.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PG6A5Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.54 |
| Parity: |
1.26 |
| Time value: |
0.24 |
| Break-even: |
54.56 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.35% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
2.90 |
| Rho: |
0.10 |
Quote data
| Open: |
1.460 |
| High: |
1.490 |
| Low: |
1.420 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.69% |
| 1 Month |
|
|
+90.79% |
| 3 Months |
|
|
+74.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.480 |
| 1M High / 1M Low: |
1.680 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
