BNP Paribas Call 220 AXP 19.12.2025
/ DE000PC2WW78
BNP Paribas Call 220 AXP 19.12.20.../ DE000PC2WW78 /
| 2024-06-06 9:50:39 PM |
Chg.-0.110 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.210EUR |
-2.55% |
4.220
Bid Size: 10,500 |
4.240
Ask Size: 10,500 |
American Express Com... |
220.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC2WW7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.35 |
| Time value: |
2.94 |
| Break-even: |
245.22 |
| Moneyness: |
1.07 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
3.51 |
| Rho: |
1.65 |
Quote data
| Open: |
4.290 |
| High: |
4.420 |
| Low: |
4.190 |
| Previous Close: |
4.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.46% |
| 1 Month |
|
|
-7.27% |
| 3 Months |
|
|
+9.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.650 |
4.210 |
| 1M High / 1M Low: |
4.990 |
4.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
