BNP Paribas Call 33 BAC 17.01.2025
/ DE000PC38F91
BNP Paribas Call 33 BAC 17.01.202.../ DE000PC38F91 /
| 2024-05-28 8:16:51 AM |
Chg.0.000 |
Bid3:28:16 PM |
Ask3:28:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
0.00% |
0.730
Bid Size: 12,500 |
0.790
Ask Size: 12,500 |
Bank of America Corp... |
33.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC38F9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.62 |
| Time value: |
0.16 |
| Break-even: |
38.18 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
5.41% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.91 |
| Rho: |
0.15 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.96% |
| 1 Month |
|
|
+12.31% |
| 3 Months |
|
|
+82.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.670 |
| 1M High / 1M Low: |
0.750 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
