BNP Paribas Call 85 RMBS 20.12.2024
/ DE000PC34SZ7
BNP Paribas Call 85 RMBS 20.12.20.../ DE000PC34SZ7 /
| 17/09/2024 08:06:47 |
Chg.+0.002 |
Bid15:50:34 |
Ask15:50:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
+200.00% |
0.001
Bid Size: 200,000 |
0.091
Ask Size: 200,000 |
Rambus Inc |
85.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC34SZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
39.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.50 |
| Parity: |
-4.06 |
| Time value: |
0.09 |
| Break-even: |
77.28 |
| Moneyness: |
0.47 |
| Premium: |
1.16 |
| Premium p.a.: |
18.97 |
| Spread abs.: |
0.09 |
| Spread %: |
2,933.33% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
4.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
-83.33% |
| 3 Months |
|
|
-98.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.017 |
0.001 |
| 6M High / 6M Low: |
0.550 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,330.47% |
| Volatility 6M: |
|
3,384.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
