BNP Paribas Call 150 AXP 16.01.2026
/ DE000PC1JCE5
BNP Paribas Call 150 AXP 16.01.20.../ DE000PC1JCE5 /
| 5/31/2024 9:50:29 PM |
Chg.+0.160 |
Bid9:56:31 PM |
Ask9:56:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.310EUR |
+1.75% |
9.430
Bid Size: 9,500 |
9.470
Ask Size: 9,500 |
American Express Com... |
150.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1JCE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.14 |
| Intrinsic value: |
8.30 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
8.30 |
| Time value: |
1.18 |
| Break-even: |
233.07 |
| Moneyness: |
1.60 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.42% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
2.16 |
| Rho: |
1.80 |
Quote data
| Open: |
9.220 |
| High: |
9.310 |
| Low: |
9.090 |
| Previous Close: |
9.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.22% |
| 1 Month |
|
|
+0.98% |
| 3 Months |
|
|
+19.21% |
| YTD |
|
|
+78.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.310 |
9.150 |
| 1M High / 1M Low: |
9.730 |
8.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/21/2024 |
9.730 |
| Low (YTD): |
1/18/2024 |
4.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
