BNP Paribas Call 60 RMBS 19.12.2025
/ DE000PC34TA8
BNP Paribas Call 60 RMBS 19.12.20.../ DE000PC34TA8 /
11/13/2024 5:50:45 PM |
Chg.-0.020 |
Bid11/13/2024 |
Ask11/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
-1.87% |
1.050 Bid Size: 34,414 |
1.070 Ask Size: 34,414 |
Rambus Inc |
60.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC34TA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rambus Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
1/30/2024 |
Last trading day: |
12/18/2025 |
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 |
|
|
-13.22% |
1 Month |
|
|
+75.00% |
3 Months |
|
|
+75.00% |
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: |
|
- |