BNP Paribas Call 48 RMBS 20.06.2025
/ DE000PG6A5U0
BNP Paribas Call 48 RMBS 20.06.20.../ DE000PG6A5U0 /
| 2024-11-13 8:09:12 AM |
Chg.-0.06 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
Rambus Inc |
48.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PG6A5U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.54 |
| Parity: |
0.69 |
| Time value: |
0.60 |
| Break-even: |
58.11 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
2.91 |
| Rho: |
0.15 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.00% |
| 1 Month |
|
|
+113.56% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.00 |
| 1M High / 1M Low: |
1.35 |
0.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
