BNP Paribas Call 200 AXP 19.12.2025
/ DE000PC1JCD7
BNP Paribas Call 200 AXP 19.12.20.../ DE000PC1JCD7 /
| 2024-05-16 9:50:44 AM |
Chg.+0.020 |
Bid10:05:40 AM |
Ask10:05:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.060EUR |
+0.33% |
6.070
Bid Size: 11,000 |
6.120
Ask Size: 11,000 |
American Express Com... |
200.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1JCD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.32 |
| Intrinsic value: |
3.83 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
3.83 |
| Time value: |
2.26 |
| Break-even: |
244.58 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.66% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
2.92 |
| Rho: |
1.86 |
Quote data
| Open: |
6.040 |
| High: |
6.070 |
| Low: |
6.040 |
| Previous Close: |
6.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.02% |
| 1 Month |
|
|
+25.73% |
| 3 Months |
|
|
+43.26% |
| YTD |
|
|
+121.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.160 |
5.940 |
| 1M High / 1M Low: |
6.170 |
4.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-24 |
6.170 |
| Low (YTD): |
2024-01-18 |
2.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
