BNP Paribas Call 65 RMBS 16.01.2026
/ DE000PC5FVX4
BNP Paribas Call 65 RMBS 16.01.20.../ DE000PC5FVX4 /
| 06/09/2024 21:50:34 |
Chg.-0.050 |
Bid21:53:33 |
Ask21:53:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-12.82% |
0.340
Bid Size: 32,514 |
0.360
Ask Size: 32,514 |
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: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.50 |
| Parity: |
-2.45 |
| Time value: |
0.36 |
| Break-even: |
62.24 |
| Moneyness: |
0.58 |
| Premium: |
0.82 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.11 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.340 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.85% |
| 1 Month |
|
|
-24.44% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.340 |
| 1M High / 1M Low: |
0.630 |
0.340 |
| 6M High / 6M Low: |
1.860 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.85% |
| Volatility 6M: |
|
137.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
