BNP Paribas Call 65 RMBS 20.12.2024
/ DE000PC34SV6
BNP Paribas Call 65 RMBS 20.12.20.../ DE000PC34SV6 /
| 2024-07-31 9:50:42 PM |
Chg.+0.050 |
Bid9:58:17 PM |
Ask9:58:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+27.78% |
0.240
Bid Size: 35,828 |
0.260
Ask Size: 35,828 |
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: |
23.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.49 |
| Parity: |
-1.52 |
| Time value: |
0.19 |
| Break-even: |
62.00 |
| Moneyness: |
0.75 |
| Premium: |
0.38 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.02 |
| Spread %: |
11.76% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
5.92 |
| Rho: |
0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.230 |
| Low: |
0.200 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.30% |
| 1 Month |
|
|
-59.65% |
| 3 Months |
|
|
-58.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.180 |
| 1M High / 1M Low: |
0.930 |
0.180 |
| 6M High / 6M Low: |
1.470 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.720 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.83% |
| Volatility 6M: |
|
218.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
