BNP Paribas Call 28 BAC 16.01.2026
/ DE000PC1G955
BNP Paribas Call 28 BAC 16.01.202.../ DE000PC1G955 /
| 6/11/2024 8:59:49 AM |
Chg.0.00 |
Bid2:40:53 PM |
Ask2:40:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
0.00% |
1.26
Bid Size: 50,000 |
1.28
Ask Size: 50,000 |
Bank of America Corp... |
28.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1G95 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/8/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
1.08 |
| Time value: |
0.22 |
| Break-even: |
39.01 |
| Moneyness: |
1.42 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.57 |
| Rho: |
0.33 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.60% |
| 1 Month |
|
|
+8.55% |
| 3 Months |
|
|
+33.68% |
| YTD |
|
|
+53.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.25 |
| 1M High / 1M Low: |
1.28 |
1.16 |
| 6M High / 6M Low: |
1.28 |
0.64 |
| High (YTD): |
6/3/2024 |
1.28 |
| Low (YTD): |
1/18/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.48% |
| Volatility 6M: |
|
66.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
