BNP Paribas Call 30 BAC 19.12.2025
/ DE000PC1G9W6
BNP Paribas Call 30 BAC 19.12.202.../ DE000PC1G9W6 /
11/06/2024 08:59:49 |
Chg.0.00 |
Bid10:05:17 |
Ask10:05:17 |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
0.00% |
1.11 Bid Size: 50,000 |
1.13 Ask Size: 50,000 |
Bank of America Corp... |
30.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PC1G9W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
08/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
0.90 |
Time value: |
0.24 |
Break-even: |
39.27 |
Moneyness: |
1.32 |
Premium: |
0.07 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.79% |
Delta: |
0.88 |
Theta: |
0.00 |
Omega: |
2.83 |
Rho: |
0.32 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.90% |
1 Month |
|
|
+9.80% |
3 Months |
|
|
+36.59% |
YTD |
|
|
+55.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
1.10 |
1M High / 1M Low: |
1.13 |
1.01 |
6M High / 6M Low: |
1.13 |
0.53 |
High (YTD): |
03/06/2024 |
1.13 |
Low (YTD): |
18/01/2024 |
0.56 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.27% |
Volatility 6M: |
|
74.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |