BNP Paribas Call 50 RMBS 19.12.2025
/ DE000PC5FVQ8
BNP Paribas Call 50 RMBS 19.12.20.../ DE000PC5FVQ8 /
| 7/31/2024 9:50:42 PM |
Chg.+0.150 |
Bid9:58:20 PM |
Ask9:58:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+13.27% |
1.280
Bid Size: 14,761 |
1.300
Ask Size: 14,761 |
Rambus Inc |
50.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC5FVQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.49 |
| Parity: |
-0.13 |
| Time value: |
1.13 |
| Break-even: |
57.53 |
| Moneyness: |
0.97 |
| Premium: |
0.28 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
2.52 |
| Rho: |
0.24 |
Quote data
| Open: |
1.190 |
| High: |
1.280 |
| Low: |
1.190 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-29.67% |
| 3 Months |
|
|
-25.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.130 |
| 1M High / 1M Low: |
2.340 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.958 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
