BNP Paribas Call 65 RMBS 17.01.20.../  DE000PC34S33  /

Frankfurt Zert./BNP
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:   -