BNP Paribas Call 80 RMBS 16.01.2026
/ DE000PC34TG5
BNP Paribas Call 80 RMBS 16.01.20.../ DE000PC34TG5 /
| 2024-07-31 9:50:29 PM |
Chg.+0.080 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+18.60% |
0.510
Bid Size: 29,119 |
0.530
Ask Size: 29,119 |
Rambus Inc |
80.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC34TG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.49 |
| Parity: |
-2.91 |
| Time value: |
0.45 |
| Break-even: |
78.47 |
| Moneyness: |
0.61 |
| Premium: |
0.75 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
3.34 |
| Rho: |
0.15 |
Quote data
| Open: |
0.470 |
| High: |
0.510 |
| Low: |
0.470 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.33% |
| 1 Month |
|
|
-37.04% |
| 3 Months |
|
|
-36.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.430 |
| 1M High / 1M Low: |
1.150 |
0.430 |
| 6M High / 6M Low: |
1.560 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.907 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.69% |
| Volatility 6M: |
|
160.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
