BNP Paribas Call 65 RMBS 16.01.2026
/ DE000PC5FVX4
BNP Paribas Call 65 RMBS 16.01.20.../ DE000PC5FVX4 /
| 08/07/2024 17:21:07 |
Chg.+0.120 |
Bid17:21:37 |
Ask17:21:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+8.63% |
1.520
Bid Size: 30,498 |
1.550
Ask Size: 30,498 |
Rambus Inc |
65.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC5FVX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
21/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
-0.28 |
| Time value: |
1.40 |
| Break-even: |
74.04 |
| Moneyness: |
0.95 |
| Premium: |
0.29 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.19% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
2.56 |
| Rho: |
0.33 |
Quote data
| Open: |
1.370 |
| High: |
1.510 |
| Low: |
1.370 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.46% |
| 1 Month |
|
|
+48.04% |
| 3 Months |
|
|
+1.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.140 |
| 1M High / 1M Low: |
1.390 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
