BNP Paribas Call 60 RMBS 19.12.2025
/ DE000PC34TA8
BNP Paribas Call 60 RMBS 19.12.20.../ DE000PC34TA8 /
| 13/11/2024 18:05:22 |
Chg.-0.030 |
Bid18:15:38 |
Ask18:15:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-2.80% |
1.040
Bid Size: 34,532 |
1.060
Ask Size: 34,532 |
Rambus Inc |
60.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC34TA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.54 |
| Parity: |
-0.44 |
| Time value: |
1.09 |
| Break-even: |
67.42 |
| Moneyness: |
0.92 |
| Premium: |
0.29 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
2.79 |
| Rho: |
0.21 |
Quote data
| Open: |
1.060 |
| High: |
1.070 |
| Low: |
1.020 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.05% |
| 1 Month |
|
|
+73.33% |
| 3 Months |
|
|
+73.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.070 |
| 1M High / 1M Low: |
1.210 |
0.480 |
| 6M High / 6M Low: |
1.840 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.13% |
| Volatility 6M: |
|
171.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
