BNP Paribas Call 80 RMBS 20.12.2024
/ DE000PC34SY0
BNP Paribas Call 80 RMBS 20.12.20.../ DE000PC34SY0 /
| 06/09/2024 12:29:45 |
Chg.-0.006 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
-85.71% |
-
Bid Size: - |
-
Ask Size: - |
Rambus Inc |
80.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC34SY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.50 |
| Parity: |
-3.80 |
| Time value: |
0.09 |
| Break-even: |
73.08 |
| Moneyness: |
0.47 |
| Premium: |
1.14 |
| Premium p.a.: |
13.43 |
| Spread abs.: |
0.09 |
| Spread %: |
9,000.00% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
4.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.001 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-91.67% |
| 1 Month |
|
|
-94.12% |
| 3 Months |
|
|
-99.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.001 |
| 1M High / 1M Low: |
0.029 |
0.001 |
| 6M High / 6M Low: |
0.750 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,029.28% |
| Volatility 6M: |
|
3,162.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
