BNP Paribas Call 65 RMBS 19.12.2025
/ DE000PC5FVT2
BNP Paribas Call 65 RMBS 19.12.20.../ DE000PC5FVT2 /
| 7/8/2024 3:35:31 PM |
Chg.+0.050 |
Bid3:37:29 PM |
Ask3:37:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+3.68% |
1.410
Bid Size: 3,893 |
1.430
Ask Size: 3,893 |
Rambus Inc |
65.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC5FVT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
-0.28 |
| Time value: |
1.36 |
| Break-even: |
73.64 |
| Moneyness: |
0.95 |
| Premium: |
0.29 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
2.61 |
| Rho: |
0.32 |
Quote data
| Open: |
1.340 |
| High: |
1.410 |
| Low: |
1.340 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
+42.42% |
| 3 Months |
|
|
-3.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.110 |
| 1M High / 1M Low: |
1.360 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
