BNP Paribas Call 60 RMBS 20.12.2024
/ DE000PC34SU8
BNP Paribas Call 60 RMBS 20.12.20.../ DE000PC34SU8 /
| 14/08/2024 21:50:38 |
Chg.-0.010 |
Bid21:51:03 |
Ask21:51:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-7.69% |
0.120
Bid Size: 56,885 |
0.140
Ask Size: 56,885 |
Rambus Inc |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC34SU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.49 |
| Parity: |
-1.46 |
| Time value: |
0.15 |
| Break-even: |
56.07 |
| Moneyness: |
0.73 |
| Premium: |
0.40 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
6.10 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-89.29% |
| 3 Months |
|
|
-84.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
1.080 |
0.110 |
| 6M High / 6M Low: |
1.480 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.822 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.20% |
| Volatility 6M: |
|
206.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
