BNP Paribas Call 39 BAC 17.01.2025
/ DE000PC38GB4
BNP Paribas Call 39 BAC 17.01.202.../ DE000PC38GB4 /
| 2024-05-28 8:16:53 AM |
Chg.-0.010 |
Bid8:25:17 AM |
Ask8:25:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-2.78% |
0.350
Bid Size: 25,000 |
0.390
Ask Size: 25,000 |
Bank of America Corp... |
39.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC38GB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 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: |
9.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.06 |
| Time value: |
0.31 |
| Break-even: |
39.66 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
6.15 |
| Rho: |
0.12 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.90% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.310 |
| 1M High / 1M Low: |
0.360 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
