BNP Paribas Call 50 RMBS 20.12.2024
/ DE000PC5FVH7
BNP Paribas Call 50 RMBS 20.12.20.../ DE000PC5FVH7 /
| 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: |
|
- |
