BNP Paribas Call 150 AXP 19.12.2025
/ DE000PC1JCB1
BNP Paribas Call 150 AXP 19.12.20.../ DE000PC1JCB1 /
| 2024-05-02 8:58:14 AM |
Chg.-0.61 |
Bid9:55:06 AM |
Ask9:55:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.94EUR |
-6.39% |
8.95
Bid Size: 2,375 |
9.01
Ask Size: 2,375 |
American Express Com... |
150.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1JCB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.51 |
| Intrinsic value: |
7.60 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
7.60 |
| Time value: |
1.60 |
| Break-even: |
231.96 |
| Moneyness: |
1.54 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.44% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
2.09 |
| Rho: |
1.64 |
Quote data
| Open: |
8.94 |
| High: |
8.94 |
| Low: |
8.94 |
| Previous Close: |
9.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.09% |
| 1 Month |
|
|
+5.05% |
| 3 Months |
|
|
+40.35% |
| YTD |
|
|
+73.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.55 |
9.31 |
| 1M High / 1M Low: |
9.66 |
7.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-24 |
9.66 |
| Low (YTD): |
2024-01-18 |
4.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
