BNP Paribas Call 80 RMBS 16.01.2026
/ DE000PC34TG5
BNP Paribas Call 80 RMBS 16.01.20.../ DE000PC34TG5 /
| 11/13/2024 5:50:39 PM |
Chg.-0.020 |
Bid6:01:14 PM |
Ask6:01:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-3.33% |
0.580
Bid Size: 54,538 |
0.600
Ask Size: 54,538 |
Rambus Inc |
80.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC34TG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/30/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.54 |
| Parity: |
-2.32 |
| Time value: |
0.61 |
| Break-even: |
81.45 |
| Moneyness: |
0.69 |
| Premium: |
0.56 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
3.31 |
| Rho: |
0.17 |
Quote data
| Open: |
0.580 |
| High: |
0.590 |
| Low: |
0.560 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.94% |
| 1 Month |
|
|
+81.25% |
| 3 Months |
|
|
+81.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.600 |
| 1M High / 1M Low: |
0.690 |
0.240 |
| 6M High / 6M Low: |
1.150 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.30% |
| Volatility 6M: |
|
202.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
