BNP Paribas Call 90 RMBS 20.12.2024
/ DE000PC34S09
BNP Paribas Call 90 RMBS 20.12.20.../ DE000PC34S09 /
| 31/07/2024 08:06:34 |
Chg.-0.021 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-45.65% |
-
Bid Size: - |
-
Ask Size: - |
Rambus Inc |
90.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC34S0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
49.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.49 |
| Parity: |
-3.83 |
| Time value: |
0.09 |
| Break-even: |
84.12 |
| Moneyness: |
0.54 |
| Premium: |
0.87 |
| Premium p.a.: |
4.02 |
| Spread abs.: |
0.07 |
| Spread %: |
333.33% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
5.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-84.38% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-87.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.046 |
| 1M High / 1M Low: |
0.230 |
0.046 |
| 6M High / 6M Low: |
0.650 |
0.046 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.228 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
426.64% |
| Volatility 6M: |
|
295.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
