BNP Paribas Call 80 RMBS 19.12.2025
/ DE000PC34TC4
BNP Paribas Call 80 RMBS 19.12.20.../ DE000PC34TC4 /
| 11/13/2024 8:06:38 AM |
Chg.-0.020 |
Bid6:45:22 PM |
Ask6:45:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-3.51% |
0.530
Bid Size: 57,528 |
0.550
Ask Size: 57,528 |
Rambus Inc |
80.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC34TC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.54 |
| Parity: |
-2.32 |
| Time value: |
0.57 |
| Break-even: |
81.05 |
| Moneyness: |
0.69 |
| Premium: |
0.55 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
3.43 |
| Rho: |
0.15 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.15% |
| 1 Month |
|
|
+111.54% |
| 3 Months |
|
|
+96.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.410 |
| 1M High / 1M Low: |
0.600 |
0.220 |
| 6M High / 6M Low: |
1.110 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.23% |
| Volatility 6M: |
|
217.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
