BNP Paribas Call 80 RMBS 16.01.20.../  DE000PC34TG5  /

EUWAX
2024-07-31  8:06:36 AM Chg.-0.120 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.460EUR -20.69% -
Bid Size: -
-
Ask Size: -
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: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.00%
1 Month
  -36.11%
3 Months
  -51.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.580
1M High / 1M Low: 1.150 0.580
6M High / 6M Low: 1.570 0.580
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.915
Avg. volume 1M:   0.000
Avg. price 6M:   0.923
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.46%
Volatility 6M:   158.87%
Volatility 1Y:   -
Volatility 3Y:   -