BNP Paribas Call 55 RMBS 21.06.2024
/ DE000PC5FVD6
BNP Paribas Call 55 RMBS 21.06.20.../ DE000PC5FVD6 /
| 2024-06-17 1:21:22 PM |
Chg.-0.020 |
Bid2024-06-17 |
Ask2024-06-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
0.220
Bid Size: 12,878 |
0.320
Ask Size: 12,878 |
Rambus Inc |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC5FVD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.48 |
| Parity: |
0.18 |
| Time value: |
0.08 |
| Break-even: |
53.99 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
2.76 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.70 |
| Theta: |
-0.17 |
| Omega: |
14.33 |
| Rho: |
0.00 |
Quote data
| Open: |
0.220 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-75.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.200 |
| 1M High / 1M Low: |
0.500 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
463.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
