BNP Paribas Call 85 RMBS 20.09.20.../  DE000PC34SS2  /

EUWAX
2024-07-31  8:06:34 AM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
Rambus Inc 85.00 USD 2024-09-20 Call
 

Master data

WKN: PC34SS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rambus Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.08
Historic volatility: 0.49
Parity: -3.37
Time value: 0.09
Break-even: 79.50
Moneyness: 0.57
Premium: 0.77
Premium p.a.: 58.51
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.12
Theta: -0.04
Omega: 5.93
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -97.92%
1 Month
  -96.97%
3 Months
  -99.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.001
1M High / 1M Low: 0.110 0.001
6M High / 6M Low: 0.580 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.154
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   722.99%
Volatility 6M:   439.58%
Volatility 1Y:   -
Volatility 3Y:   -