BNP Paribas Call 50 RMBS 20.12.2024
/ DE000PC5FVH7
BNP Paribas Call 50 RMBS 20.12.20.../ DE000PC5FVH7 /
| 2024-06-28 3:20:27 PM |
Chg.+0.040 |
Bid3:31:10 PM |
Ask3:29:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+3.67% |
1.160
Bid Size: 3,320 |
-
Ask Size: - |
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: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
0.62 |
| Time value: |
0.51 |
| Break-even: |
57.99 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.34 |
| Rho: |
0.13 |
Quote data
| Open: |
1.120 |
| High: |
1.150 |
| Low: |
1.120 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.71% |
| 1 Month |
|
|
+4.63% |
| 3 Months |
|
|
-31.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.910 |
| 1M High / 1M Low: |
1.190 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
