BNP Paribas Call 65 RMBS 20.12.2024
/ DE000PC34SV6
BNP Paribas Call 65 RMBS 20.12.20.../ DE000PC34SV6 /
| 2024-07-08 2:21:09 PM |
Chg.+0.010 |
Bid2:48:05 PM |
Ask2:48:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
0.690
Bid Size: 18,615 |
0.790
Ask Size: 18,615 |
Rambus Inc |
65.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC34SV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
-0.28 |
| Time value: |
0.72 |
| Break-even: |
67.24 |
| Moneyness: |
0.95 |
| Premium: |
0.18 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
4.24 |
| Rho: |
0.11 |
Quote data
| Open: |
0.690 |
| High: |
0.720 |
| Low: |
0.690 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.18% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
-16.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.510 |
| 1M High / 1M Low: |
0.710 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
