BNP Paribas Call 250 AXP 16.01.2026
/ DE000PC25TY6
BNP Paribas Call 250 AXP 16.01.20.../ DE000PC25TY6 /
2024-05-29 11:21:17 AM |
Chg.-0.060 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
3.180EUR |
-1.85% |
3.190 Bid Size: 9,000 |
3.220 Ask Size: 9,000 |
American Express Com... |
250.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC25TY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-10 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
-1.17 |
Time value: |
3.27 |
Break-even: |
263.09 |
Moneyness: |
0.95 |
Premium: |
0.20 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
0.62% |
Delta: |
0.58 |
Theta: |
-0.04 |
Omega: |
3.90 |
Rho: |
1.55 |
Quote data
Open: |
3.200 |
High: |
3.210 |
Low: |
3.180 |
Previous Close: |
3.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.74% |
1 Month |
|
|
-11.42% |
3 Months |
|
|
+26.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.410 |
3.160 |
1M High / 1M Low: |
3.610 |
3.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.274 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.387 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |