BNP Paribas Call 85 RMBS 17.01.2025
/ DE000PC34S74
BNP Paribas Call 85 RMBS 17.01.20.../ DE000PC34S74 /
| 01/08/2024 12:21:00 |
Chg.-0.001 |
Bid12:34:05 |
Ask12:34:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-1.54% |
0.064
Bid Size: 100,000 |
0.160
Ask Size: 100,000 |
Rambus Inc |
85.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC34S7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.48 |
| Parity: |
-3.10 |
| Time value: |
0.09 |
| Break-even: |
79.44 |
| Moneyness: |
0.61 |
| Premium: |
0.67 |
| Premium p.a.: |
2.03 |
| Spread abs.: |
0.02 |
| Spread %: |
35.82% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
6.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.050 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.35% |
| 1 Month |
|
|
-64.44% |
| 3 Months |
|
|
-69.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.047 |
| 1M High / 1M Low: |
0.370 |
0.047 |
| 6M High / 6M Low: |
0.800 |
0.047 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.92% |
| Volatility 6M: |
|
274.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
