BNP Paribas Call 31 BAC 20.12.2024
/ DE000PC2W0W4
BNP Paribas Call 31 BAC 20.12.202.../ DE000PC2W0W4 /
| 2024-05-27 9:50:27 PM |
Chg.0.000 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
31.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2W0W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
0.80 |
| Time value: |
0.10 |
| Break-even: |
37.58 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.70 |
| Rho: |
0.14 |
Quote data
| Open: |
0.880 |
| High: |
0.890 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.15% |
| 1 Month |
|
|
+15.79% |
| 3 Months |
|
|
+72.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.840 |
| 1M High / 1M Low: |
0.880 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.788 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
