BNP Paribas Call 180 AXP 19.12.2025
/ DE000PC1JCC9
BNP Paribas Call 180 AXP 19.12.20.../ DE000PC1JCC9 /
| 2024-06-05 10:50:36 AM |
Chg.-0.010 |
Bid2024-06-05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.910EUR |
-0.14% |
6.910
Bid Size: 10,500 |
-
Ask Size: - |
American Express Com... |
180.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1JCC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
5.26 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
5.26 |
| Time value: |
1.70 |
| Break-even: |
235.01 |
| Moneyness: |
1.32 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.58% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
2.67 |
| Rho: |
1.79 |
Quote data
| Open: |
6.970 |
| High: |
6.970 |
| Low: |
6.880 |
| Previous Close: |
6.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.00% |
| 1 Month |
|
|
+4.22% |
| 3 Months |
|
|
+23.84% |
| YTD |
|
|
+93.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.100 |
6.920 |
| 1M High / 1M Low: |
7.500 |
6.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
7.500 |
| Low (YTD): |
2024-01-18 |
3.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
