BNP Paribas Call 65 RMBS 17.01.2025
/ DE000PC34S33
BNP Paribas Call 65 RMBS 17.01.20.../ DE000PC34S33 /
| 2024-07-31 9:50:29 PM |
Chg.+0.070 |
Bid9:55:07 PM |
Ask9:55:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+33.33% |
0.280
Bid Size: 33,015 |
0.300
Ask Size: 33,015 |
Rambus Inc |
65.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC34S3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.49 |
| Parity: |
-1.52 |
| Time value: |
0.23 |
| Break-even: |
62.40 |
| Moneyness: |
0.75 |
| Premium: |
0.39 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
5.40 |
| Rho: |
0.05 |
Quote data
| Open: |
0.240 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.21% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-52.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.210 |
| 1M High / 1M Low: |
0.990 |
0.210 |
| 6M High / 6M Low: |
1.510 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.715 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.769 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.27% |
| Volatility 6M: |
|
208.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
