BNP Paribas Call 36 BAC 19.12.2025
/ DE000PC1G906
BNP Paribas Call 36 BAC 19.12.202.../ DE000PC1G906 /
| 29/05/2024 08:58:24 |
Chg.-0.030 |
Bid08:59:02 |
Ask08:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
0.690
Bid Size: 12,500 |
-
Ask Size: - |
Bank of America Corp... |
36.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1G90 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 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: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.31 |
| Time value: |
0.42 |
| Break-even: |
40.48 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.30 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
+7.81% |
| 3 Months |
|
|
+56.82% |
| YTD |
|
|
+56.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.690 |
| 1M High / 1M Low: |
0.740 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/05/2024 |
0.740 |
| Low (YTD): |
18/01/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
