BNP Paribas Call 28 BAC 16.01.2026
/ DE000PC1G955
BNP Paribas Call 28 BAC 16.01.202.../ DE000PC1G955 /
| 5/16/2024 8:59:42 AM |
Chg.+0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+1.71% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
1.00 |
| Time value: |
0.21 |
| Break-even: |
37.82 |
| Moneyness: |
1.39 |
| Premium: |
0.06 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
2.71 |
| Rho: |
0.35 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.71% |
| 1 Month |
|
|
+30.77% |
| 3 Months |
|
|
+41.67% |
| YTD |
|
|
+43.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.16 |
| 1M High / 1M Low: |
1.19 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/16/2024 |
1.19 |
| Low (YTD): |
1/18/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
