BNP Paribas Call 220 AXP 16.01.2026
/ DE000PC2WW86
BNP Paribas Call 220 AXP 16.01.20.../ DE000PC2WW86 /
| 2024-05-02 8:28:41 AM |
Chg.-0.47 |
Bid1:49:16 PM |
Ask1:49:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.58EUR |
-9.31% |
4.61
Bid Size: 10,000 |
4.64
Ask Size: 10,000 |
American Express Com... |
220.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC2WW8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.07 |
| Time value: |
3.69 |
| Break-even: |
252.88 |
| Moneyness: |
1.05 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.12 |
| Rho: |
1.72 |
Quote data
| Open: |
4.58 |
| High: |
4.58 |
| Low: |
4.58 |
| Previous Close: |
5.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.95% |
| 1 Month |
|
|
+7.01% |
| 3 Months |
|
|
+64.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.05 |
4.85 |
| 1M High / 1M Low: |
5.09 |
3.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
