BNP Paribas Call 55 RMBS 16.01.2026
/ DE000PC5FVW6
BNP Paribas Call 55 RMBS 16.01.20.../ DE000PC5FVW6 /
| 10/10/2024 12:54:01 PM |
Chg.+0.060 |
Bid10/10/2024 |
Ask10/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+9.68% |
0.680
Bid Size: 20,477 |
0.780
Ask Size: 20,477 |
Rambus Inc |
55.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC5FVW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.51 |
| Parity: |
-1.17 |
| Time value: |
0.70 |
| Break-even: |
57.27 |
| Moneyness: |
0.77 |
| Premium: |
0.49 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
2.73 |
| Rho: |
0.15 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+28.30% |
| 3 Months |
|
|
-65.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.600 |
| 1M High / 1M Low: |
0.690 |
0.500 |
| 6M High / 6M Low: |
2.100 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.22% |
| Volatility 6M: |
|
150.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
