BNP Paribas Call 50 RMBS 20.12.20.../  DE000PC5FVH7  /

Frankfurt Zert./BNP
2024-08-01  8:50:39 PM Chg.-0.310 Bid8:55:11 PM Ask8:55:11 PM Underlying Strike price Expiration date Option type
0.390EUR -44.29% 0.390
Bid Size: 44,018
0.410
Ask Size: 44,018
Rambus Inc 50.00 USD 2024-12-20 Call
 

Master data

WKN: PC5FVH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rambus Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.51
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.13
Implied volatility: 0.55
Historic volatility: 0.48
Parity: 0.13
Time value: 0.60
Break-even: 53.49
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 2.82%
Delta: 0.62
Theta: -0.02
Omega: 4.01
Rho: 0.08
 

Quote data

Open: 0.730
High: 0.740
Low: 0.390
Previous Close: 0.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -65.49%
1 Month
  -66.95%
3 Months
  -66.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 0.570
1M High / 1M Low: 1.820 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   1.377
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -