BNP Paribas Call 35 BAC 16.01.2026
/ DE000PC1G997
BNP Paribas Call 35 BAC 16.01.202.../ DE000PC1G997 /
| 6/18/2024 8:59:34 AM |
Chg.+0.020 |
Bid9:30:06 AM |
Ask9:30:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+2.60% |
0.780
Bid Size: 25,000 |
0.810
Ask Size: 25,000 |
Bank of America Corp... |
35.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1G99 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 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: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.42 |
| Time value: |
0.39 |
| Break-even: |
40.69 |
| Moneyness: |
1.13 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.44 |
| Rho: |
0.31 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.47% |
| 1 Month |
|
|
+2.60% |
| 3 Months |
|
|
+38.60% |
| YTD |
|
|
+61.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.750 |
| 1M High / 1M Low: |
0.820 |
0.720 |
| 6M High / 6M Low: |
0.820 |
0.360 |
| High (YTD): |
6/3/2024 |
0.820 |
| Low (YTD): |
1/18/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.590 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.08% |
| Volatility 6M: |
|
78.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
