BNP Paribas Call 50 RMBS 20.09.2024
/ DE000PC5FVF1
BNP Paribas Call 50 RMBS 20.09.20.../ DE000PC5FVF1 /
| 2024-07-08 8:34:42 AM |
Chg.+0.09 |
Bid9:26:24 PM |
Ask9:26:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+7.69% |
1.41
Bid Size: 22,342 |
1.43
Ask Size: 22,342 |
Rambus Inc |
50.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5FVF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.47 |
| Parity: |
1.10 |
| Time value: |
0.19 |
| Break-even: |
59.09 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
3.70 |
| Rho: |
0.07 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.87% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-7.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.97 |
| 1M High / 1M Low: |
1.17 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
