BNP Paribas Call 45 RMBS 16.01.2026
/ DE000PC5FVU0
BNP Paribas Call 45 RMBS 16.01.20.../ DE000PC5FVU0 /
| 13/11/2024 15:35:29 |
Chg.-0.010 |
Bid15:47:41 |
Ask15:47:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
-0.56% |
1.740
Bid Size: 12,806 |
1.760
Ask Size: 12,806 |
Rambus Inc |
45.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC5FVU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
21/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.54 |
| Parity: |
0.98 |
| Time value: |
0.82 |
| Break-even: |
60.39 |
| Moneyness: |
1.23 |
| Premium: |
0.16 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
2.20 |
| Rho: |
0.25 |
Quote data
| Open: |
1.760 |
| High: |
1.770 |
| Low: |
1.740 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.76% |
| 1 Month |
|
|
+66.98% |
| 3 Months |
|
|
+63.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.780 |
| 1M High / 1M Low: |
1.940 |
0.890 |
| 6M High / 6M Low: |
2.650 |
0.740 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.476 |
| Avg. volume 6M: |
|
17.667 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.02% |
| Volatility 6M: |
|
141.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
