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BNP Paribas Call 180 AEC1 16.01.2.../  DE000PC1JCF2  /

Frankfurt Zert./BNP
1/10/2025  9:55:18 PM Chg.-0.700 Bid9:59:35 PM Ask- Underlying Strike price Expiration date Option type
12.080EUR -5.48% 12.050
Bid Size: 7,000		 -
Ask Size: -		 AMER. EXPRESS DL... 180.00 - 1/16/2026 Call
 

Master data

WKN: PC1JCF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.37
Leverage: Yes

Calculated values

Fair value: 11.18
Intrinsic value: 10.63
Implied volatility: 0.50
Historic volatility: 0.23
Parity: 10.63
Time value: 1.45
Break-even: 300.80
Moneyness: 1.59
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.25%
Delta: 0.89
Theta: -0.05
Omega: 2.11
Rho: 1.36
 

Quote data

Open: 12.820
High: 12.820
Low: 12.070
Previous Close: 12.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.70%
1 Month
  -4.43%
3 Months  
+21.53%
YTD
  -2.34%
1 Year  
+247.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.840 12.080
1M High / 1M Low: 12.840 11.460
6M High / 6M Low: 13.040 5.890
High (YTD): 1/8/2025 12.840
Low (YTD): 1/10/2025 12.080
52W High: 11/26/2024 13.040
52W Low: 1/18/2024 3.200
Avg. price 1W:   12.598
Avg. volume 1W:   0.000
Avg. price 1M:   12.437
Avg. volume 1M:   0.000
Avg. price 6M:   9.644
Avg. volume 6M:   0.000
Avg. price 1Y:   7.838
Avg. volume 1Y:   5.906
Volatility 1M:   42.13%
Volatility 6M:   68.06%
Volatility 1Y:   63.72%
Volatility 3Y:   -