BNP Paribas Call 80 RMBS 21.03.2025
/ DE000PG4U5R4
BNP Paribas Call 80 RMBS 21.03.20.../ DE000PG4U5R4 /
| 10/10/2024 11:50:33 AM |
Chg.0.000 |
Bid10/10/2024 |
Ask10/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
0.00% |
0.044
Bid Size: 100,000 |
0.140
Ask Size: 100,000 |
Rambus Inc |
80.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PG4U5R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.51 |
| Parity: |
-3.46 |
| Time value: |
0.06 |
| Break-even: |
73.76 |
| Moneyness: |
0.53 |
| Premium: |
0.91 |
| Premium p.a.: |
3.31 |
| Spread abs.: |
0.02 |
| Spread %: |
45.45% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
5.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.042 |
| High: |
0.044 |
| Low: |
0.042 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
+25.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.034 |
| 1M High / 1M Low: |
0.047 |
0.017 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
654.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
