BNP Paribas Call 200 AXP 19.12.2025
/ DE000PC1JCD7
BNP Paribas Call 200 AXP 19.12.20.../ DE000PC1JCD7 /
| 2024-05-22 8:21:11 AM |
Chg.-0.040 |
Bid8:25:15 AM |
Ask8:25:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.140EUR |
-0.65% |
6.150
Bid Size: 5,250 |
6.210
Ask Size: 5,250 |
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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
3.97 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
3.97 |
| Time value: |
2.23 |
| Break-even: |
246.26 |
| Moneyness: |
1.22 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.65% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
2.90 |
| Rho: |
1.86 |
Quote data
| Open: |
6.140 |
| High: |
6.140 |
| Low: |
6.140 |
| Previous Close: |
6.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.66% |
| 1 Month |
|
|
+6.97% |
| 3 Months |
|
|
+42.46% |
| YTD |
|
|
+124.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.180 |
6.040 |
| 1M High / 1M Low: |
6.180 |
5.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
6.180 |
| Low (YTD): |
2024-01-18 |
2.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.918 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
