BNP Paribas Call 60 RMBS 16.01.20.../  DE000PC34TE0  /

EUWAX
2024-07-31  8:06:36 AM Chg.-0.140 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.860EUR -14.00% -
Bid Size: -
-
Ask Size: -
Rambus Inc 60.00 USD 2026-01-16 Call
 

Master data

WKN: PC34TE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rambus Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-30
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.48
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.49
Parity: -1.06
Time value: 0.82
Break-even: 63.68
Moneyness: 0.81
Premium: 0.42
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.52
Theta: -0.01
Omega: 2.84
Rho: 0.22
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.56%
1 Month
  -32.81%
3 Months
  -44.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.64 1.00
1M High / 1M Low: 1.84 1.00
6M High / 6M Low: 2.32 1.00
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   1.51
Avg. volume 6M:   61.42
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.49%
Volatility 6M:   135.56%
Volatility 1Y:   -
Volatility 3Y:   -