BNP Paribas Call 50 RMBS 20.12.2024
/ DE000PC5FVH7
BNP Paribas Call 50 RMBS 20.12.20.../ DE000PC5FVH7 /
| 7/16/2024 8:50:36 PM |
Chg.-0.020 |
Bid9:14:45 PM |
Ask9:14:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-1.18% |
1.680
Bid Size: 23,246 |
1.700
Ask Size: 23,246 |
Rambus Inc |
50.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC5FVH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.46 |
| Parity: |
1.37 |
| Time value: |
0.33 |
| Break-even: |
62.88 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.19% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.88 |
| Rho: |
0.14 |
Quote data
| Open: |
1.690 |
| High: |
1.710 |
| Low: |
1.640 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.09% |
| 1 Month |
|
|
+42.74% |
| 3 Months |
|
|
+12.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.620 |
| 1M High / 1M Low: |
1.820 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
