BNP Paribas Call 70 RMBS 16.01.2026
/ DE000PC34TF7
BNP Paribas Call 70 RMBS 16.01.20.../ DE000PC34TF7 /
| 2024-07-31 9:50:43 PM |
Chg.+0.100 |
Bid8:08:23 AM |
Ask8:08:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+16.67% |
0.710
Bid Size: 5,578 |
0.830
Ask Size: 5,578 |
Rambus Inc |
70.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC34TF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.49 |
| Parity: |
-1.98 |
| Time value: |
0.61 |
| Break-even: |
70.82 |
| Moneyness: |
0.69 |
| Premium: |
0.58 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
3.08 |
| Rho: |
0.19 |
Quote data
| Open: |
0.640 |
| High: |
0.700 |
| Low: |
0.640 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-29.29% |
| 3 Months |
|
|
-32.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.600 |
| 1M High / 1M Low: |
1.470 |
0.600 |
| 6M High / 6M Low: |
1.900 |
0.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.76% |
| Volatility 6M: |
|
149.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
