BNP Paribas Call 70 RMBS 16.01.2026
/ DE000PC34TF7
BNP Paribas Call 70 RMBS 16.01.20.../ DE000PC34TF7 /
| 13/11/2024 15:35:35 |
Chg.0.000 |
Bid15:47:45 |
Ask15:47:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
0.00% |
0.790
Bid Size: 21,324 |
0.810
Ask Size: 21,324 |
Rambus Inc |
70.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC34TF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
30/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.54 |
| Parity: |
-1.38 |
| Time value: |
0.83 |
| Break-even: |
74.23 |
| Moneyness: |
0.79 |
| Premium: |
0.42 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
3.02 |
| Rho: |
0.20 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+84.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.810 |
| 1M High / 1M Low: |
0.930 |
0.350 |
| 6M High / 6M Low: |
1.470 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.691 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.48% |
| Volatility 6M: |
|
189.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
