BNP Paribas Call 60 RMBS 17.01.20.../  DE000PC34S25  /

EUWAX
2024-07-31  8:06:34 AM Chg.-0.100 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.340EUR -22.73% -
Bid Size: -
-
Ask Size: -
Rambus Inc 60.00 USD 2025-01-17 Call
 

Master data

WKN: PC34S2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rambus Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-30
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.04
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.49
Parity: -1.06
Time value: 0.32
Break-even: 58.68
Moneyness: 0.81
Premium: 0.31
Premium p.a.: 0.77
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.36
Theta: -0.02
Omega: 4.99
Rho: 0.06
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.66%
1 Month
  -51.43%
3 Months
  -63.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.440
1M High / 1M Low: 1.230 0.440
6M High / 6M Low: 1.790 0.440
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.925
Avg. volume 1M:   0.000
Avg. price 6M:   0.963
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.56%
Volatility 6M:   193.79%
Volatility 1Y:   -
Volatility 3Y:   -