BNP Paribas Call 70 RMBS 19.12.2025
/ DE000PC34TB6
BNP Paribas Call 70 RMBS 19.12.20.../ DE000PC34TB6 /
| 10/10/2024 10:56:56 |
Chg.+0.030 |
Bid11:36:49 |
Ask11:36:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+8.82% |
0.370
Bid Size: 31,965 |
0.470
Ask Size: 31,965 |
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: |
9.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.51 |
| Parity: |
-2.54 |
| Time value: |
0.39 |
| Break-even: |
67.88 |
| Moneyness: |
0.60 |
| Premium: |
0.76 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
3.28 |
| Rho: |
0.11 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+32.14% |
| 3 Months |
|
|
-71.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.330 |
| 1M High / 1M Low: |
0.380 |
0.260 |
| 6M High / 6M Low: |
1.430 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.771 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.75% |
| Volatility 6M: |
|
176.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
