BNP Paribas Call 70 RMBS 19.12.2025
/ DE000PC34TB6
BNP Paribas Call 70 RMBS 19.12.20.../ DE000PC34TB6 /
| 31/07/2024 21:50:42 |
Chg.+0.100 |
Bid21:58:19 |
Ask21:58:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+17.54% |
0.670
Bid Size: 23,283 |
0.690
Ask Size: 23,283 |
Rambus Inc |
70.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC34TB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.49 |
| Parity: |
-1.98 |
| Time value: |
0.58 |
| Break-even: |
70.52 |
| Moneyness: |
0.69 |
| Premium: |
0.57 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.17 |
Quote data
| Open: |
0.610 |
| High: |
0.670 |
| Low: |
0.610 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.71% |
| 1 Month |
|
|
-34.95% |
| 3 Months |
|
|
-33.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.570 |
| 1M High / 1M Low: |
1.440 |
0.570 |
| 6M High / 6M Low: |
1.860 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.48% |
| Volatility 6M: |
|
150.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
