BNP Paribas Call 200 AXP 19.12.2025
/ DE000PC1JCD7
BNP Paribas Call 200 AXP 19.12.20.../ DE000PC1JCD7 /
| 15/05/2024 21:20:31 |
Chg.-0.080 |
Bid21:34:05 |
Ask21:34:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.020EUR |
-1.31% |
6.040
Bid Size: 22,000 |
6.080
Ask Size: 22,000 |
American Express Com... |
200.00 USD |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.35 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
3.84 |
| Time value: |
2.30 |
| Break-even: |
246.35 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.66% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
2.90 |
| Rho: |
1.87 |
Quote data
| Open: |
6.090 |
| High: |
6.190 |
| Low: |
5.960 |
| Previous Close: |
6.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.15% |
| 1 Month |
|
|
+26.74% |
| 3 Months |
|
|
+43.68% |
| YTD |
|
|
+120.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.160 |
5.780 |
| 1M High / 1M Low: |
6.170 |
4.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/04/2024 |
6.170 |
| Low (YTD): |
18/01/2024 |
2.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
