BNP Paribas Call 60 RMBS 16.01.2026
/ DE000PC34TE0
BNP Paribas Call 60 RMBS 16.01.20.../ DE000PC34TE0 /
| 06/09/2024 21:50:26 |
Chg.-0.050 |
Bid21:53:33 |
Ask21:53:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-11.11% |
0.400
Bid Size: 28,248 |
0.420
Ask Size: 28,248 |
Rambus Inc |
60.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC34TE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
30/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.50 |
| Parity: |
-2.00 |
| Time value: |
0.42 |
| Break-even: |
58.33 |
| Moneyness: |
0.63 |
| Premium: |
0.71 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
3.07 |
| Rho: |
0.12 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.48% |
| 1 Month |
|
|
-24.53% |
| 3 Months |
|
|
-66.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.400 |
| 1M High / 1M Low: |
0.740 |
0.400 |
| 6M High / 6M Low: |
2.060 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.278 |
| Avg. volume 6M: |
|
8.527 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.56% |
| Volatility 6M: |
|
131.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
