BNP Paribas Call 80 RMBS 20.12.2024
/ DE000PC34SY0
BNP Paribas Call 80 RMBS 20.12.20.../ DE000PC34SY0 /
| 2024-07-31 9:50:29 PM |
Chg.+0.020 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
+40.82% |
0.070
Bid Size: 99,381 |
0.091
Ask Size: 99,381 |
Rambus Inc |
80.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC34SY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.49 |
| Parity: |
-2.91 |
| Time value: |
0.09 |
| Break-even: |
74.88 |
| Moneyness: |
0.61 |
| Premium: |
0.67 |
| Premium p.a.: |
2.72 |
| Spread abs.: |
0.04 |
| Spread %: |
89.58% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
6.33 |
| Rho: |
0.02 |
Quote data
| Open: |
0.058 |
| High: |
0.071 |
| Low: |
0.057 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.40% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-71.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.049 |
| 1M High / 1M Low: |
0.420 |
0.049 |
| 6M High / 6M Low: |
0.890 |
0.049 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.63% |
| Volatility 6M: |
|
270.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
