BNP Paribas Call 70 RMBS 20.12.2024
/ DE000PC34SW4
BNP Paribas Call 70 RMBS 20.12.20.../ DE000PC34SW4 /
| 16/07/2024 08:06:38 |
Chg.-0.060 |
Bid14:31:35 |
Ask14:31:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-8.57% |
0.630
Bid Size: 20,211 |
0.730
Ask Size: 20,211 |
Rambus Inc |
70.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC34SW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.46 |
| Parity: |
-0.47 |
| Time value: |
0.65 |
| Break-even: |
70.73 |
| Moneyness: |
0.93 |
| Premium: |
0.19 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.50 |
| Theta: |
-0.03 |
| Omega: |
4.54 |
| Rho: |
0.10 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+72.97% |
| 3 Months |
|
|
-3.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.600 |
| 1M High / 1M Low: |
0.710 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
