BNP Paribas Call 70 RMBS 20.06.2025
/ DE000PG4Y2K2
BNP Paribas Call 70 RMBS 20.06.20.../ DE000PG4Y2K2 /
| 2024-11-13 9:22:56 AM |
Chg.-0.030 |
Bid4:34:01 PM |
Ask4:34:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-6.38% |
0.440
Bid Size: 54,586 |
0.460
Ask Size: 54,586 |
Rambus Inc |
70.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PG4Y2K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.54 |
| Parity: |
-1.38 |
| Time value: |
0.47 |
| Break-even: |
70.63 |
| Moneyness: |
0.79 |
| Premium: |
0.35 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
4.23 |
| Rho: |
0.09 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.72% |
| 1 Month |
|
|
+131.58% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.290 |
| 1M High / 1M Low: |
0.520 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
456.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
