BNP Paribas Call 60 RMBS 20.12.20.../  DE000PC34SU8  /

Frankfurt Zert./BNP
2024-07-31  9:50:42 PM Chg.+0.070 Bid9:58:19 PM Ask9:58:19 PM Underlying Strike price Expiration date Option type
0.340EUR +25.93% 0.350
Bid Size: 26,481
0.370
Ask Size: 26,481
Rambus Inc 60.00 USD 2024-12-20 Call
 

Master data

WKN: PC34SU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rambus Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.04
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.49
Parity: -1.06
Time value: 0.28
Break-even: 58.28
Moneyness: 0.81
Premium: 0.30
Premium p.a.: 0.95
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.34
Theta: -0.02
Omega: 5.38
Rho: 0.05
 

Quote data

Open: 0.300
High: 0.340
Low: 0.300
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -58.02%
1 Month
  -55.26%
3 Months
  -52.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.270
1M High / 1M Low: 1.180 0.270
6M High / 6M Low: 1.720 0.270
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   0.906
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.37%
Volatility 6M:   202.37%
Volatility 1Y:   -
Volatility 3Y:   -