BNP Paribas Call 41 BAC 17.01.2025
/ DE000PC5DRB3
BNP Paribas Call 41 BAC 17.01.202.../ DE000PC5DRB3 /
| 2024-05-28 3:35:34 PM |
Chg.0.000 |
Bid3:43:03 PM |
Ask3:43:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.260
Bid Size: 50,000 |
0.270
Ask Size: 50,000 |
Bank of America Corp... |
41.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC5DRB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.12 |
| Time value: |
0.28 |
| Break-even: |
40.55 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
6.85 |
| Rho: |
0.10 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.240 |
| 1M High / 1M Low: |
0.260 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
