BNP Paribas Call 55 RMBS 20.09.2024
/ DE000PC5FVG9
BNP Paribas Call 55 RMBS 20.09.20.../ DE000PC5FVG9 /
| 8/1/2024 8:34:21 AM |
Chg.+0.050 |
Bid4:49:26 PM |
Ask4:49:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+27.78% |
0.120
Bid Size: 77,274 |
0.140
Ask Size: 77,274 |
Rambus Inc |
55.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC5FVG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
-0.33 |
| Time value: |
0.24 |
| Break-even: |
53.21 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
8.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.33% |
| 1 Month |
|
|
-69.33% |
| 3 Months |
|
|
-74.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.180 |
| 1M High / 1M Low: |
1.230 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.838 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
