BNP Paribas Call 45 RMBS 17.01.2025
/ DE000PC5FVK1
BNP Paribas Call 45 RMBS 17.01.20.../ DE000PC5FVK1 /
| 2024-11-13 9:50:32 PM |
Chg.-0.080 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-7.34% |
1.000
Bid Size: 11,452 |
1.020
Ask Size: 11,452 |
Rambus Inc |
45.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC5FVK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.54 |
| Parity: |
0.98 |
| Time value: |
0.13 |
| Break-even: |
53.49 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.98 |
| Rho: |
0.06 |
Quote data
| Open: |
1.070 |
| High: |
1.110 |
| Low: |
1.010 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.31% |
| 1 Month |
|
|
+114.89% |
| 3 Months |
|
|
+74.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.090 |
| 1M High / 1M Low: |
1.300 |
0.330 |
| 6M High / 6M Low: |
2.230 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.977 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.42% |
| Volatility 6M: |
|
246.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
