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BNP Paribas Call 38 BAC 19.12.202.../  DE000PC1G914  /

Frankfurt Zert./BNP
11/06/2024  16:20:23 Chg.-0.060 Bid11/06/2024 Ask11/06/2024 Underlying Strike price Expiration date Option type
0.570EUR -9.52% 0.570
Bid Size: 100,000		 0.590
Ask Size: 100,000		 Bank of America Corp... 38.00 USD 19/12/2025 Call
 

Master data

WKN: PC1G91
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 38.00 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: 5.67
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.16
Implied volatility: 0.26
Historic volatility: 0.21
Parity: 0.16
Time value: 0.49
Break-even: 41.80
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 3.17%
Delta: 0.68
Theta: -0.01
Omega: 3.85
Rho: 0.28
 

Quote data

Open: 0.630
High: 0.630
Low: 0.560
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.56%
1 Month     0.00%
3 Months  
+42.50%
YTD  
+54.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.610
1M High / 1M Low: 0.640 0.550
6M High / 6M Low: 0.640 0.240
High (YTD): 07/06/2024 0.640
Low (YTD): 18/01/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.90%
Volatility 6M:   100.25%
Volatility 1Y:   -
Volatility 3Y:   -