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

Frankfurt Zert./BNP
6/11/2024  11:20:57 AM Chg.-0.010 Bid11:57:51 AM Ask11:57:51 AM Underlying Strike price Expiration date Option type
0.620EUR -1.59% 0.620
Bid Size: 50,000		 0.640
Ask Size: 50,000		 Bank of America Corp... 38.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/8/2023
Last trading day: 12/18/2025
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: 0.620
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.64%
1 Month  
+8.77%
3 Months  
+55.00%
YTD  
+67.57%
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): 6/7/2024 0.640
Low (YTD): 1/18/2024 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:   -