BNP Paribas Call 55 RMBS 19.12.2025
/ DE000PC5FVR6
BNP Paribas Call 55 RMBS 19.12.20.../ DE000PC5FVR6 /
| 9/17/2024 8:50:42 PM |
Chg.-0.050 |
Bid9:09:47 PM |
Ask9:09:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-9.43% |
0.480
Bid Size: 49,078 |
0.500
Ask Size: 49,078 |
Rambus Inc |
55.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC5FVR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.50 |
| Parity: |
-1.37 |
| Time value: |
0.55 |
| Break-even: |
54.92 |
| Moneyness: |
0.72 |
| Premium: |
0.54 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
2.92 |
| Rho: |
0.13 |
Quote data
| Open: |
0.540 |
| High: |
0.560 |
| Low: |
0.480 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-41.46% |
| 3 Months |
|
|
-66.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.530 |
| 1M High / 1M Low: |
0.860 |
0.470 |
| 6M High / 6M Low: |
2.150 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.72% |
| Volatility 6M: |
|
131.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
