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BNP Paribas Call 180 AXP 16.01.20.../  DE000PC1JCF2  /

EUWAX
27/12/2024  08:59:11 Chg.+0.24 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
12.68EUR +1.93% -
Bid Size: -		 -
Ask Size: -		 American Express Com... 180.00 USD 16/01/2026 Call
 

Master data

WKN: PC1JCF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.34
Leverage: Yes

Calculated values

Fair value: 12.43
Intrinsic value: 11.90
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 11.90
Time value: 0.54
Break-even: 297.11
Moneyness: 1.69
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.11
Spread %: 0.89%
Delta: 0.99
Theta: -0.02
Omega: 2.32
Rho: 1.73
 

Quote data

Open: 12.68
High: 12.68
Low: 12.68
Previous Close: 12.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.64%
1 Month
  -1.71%
3 Months  
+41.36%
YTD  
+251.25%
1 Year  
+260.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.44 11.78
1M High / 1M Low: 12.90 11.35
6M High / 6M Low: 12.92 5.99
High (YTD): 26/11/2024 12.92
Low (YTD): 18/01/2024 3.16
52W High: 26/11/2024 12.92
52W Low: 18/01/2024 3.16
Avg. price 1W:   12.11
Avg. volume 1W:   0.00
Avg. price 1M:   12.46
Avg. volume 1M:   0.00
Avg. price 6M:   9.17
Avg. volume 6M:   0.00
Avg. price 1Y:   7.48
Avg. volume 1Y:   0.00
Volatility 1M:   55.39%
Volatility 6M:   70.67%
Volatility 1Y:   67.89%
Volatility 3Y:   -