BNP Paribas Call 50 RMBS 16.01.2026
/ DE000PC5FVV8
BNP Paribas Call 50 RMBS 16.01.20.../ DE000PC5FVV8 /
| 10/10/2024 12:50:35 |
Chg.+0.010 |
Bid10/10/2024 |
Ask10/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+1.25% |
0.810
Bid Size: 18,042 |
0.910
Ask Size: 18,042 |
Rambus Inc |
50.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC5FVV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.51 |
| Parity: |
-0.71 |
| Time value: |
0.83 |
| Break-even: |
54.00 |
| Moneyness: |
0.84 |
| Premium: |
0.40 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
2.58 |
| Rho: |
0.17 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.08% |
| 1 Month |
|
|
+19.12% |
| 3 Months |
|
|
-65.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.710 |
| 1M High / 1M Low: |
0.810 |
0.610 |
| 6M High / 6M Low: |
2.370 |
0.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.87% |
| Volatility 6M: |
|
127.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
