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BNP Paribas Call 200 AEC1 16.01.2.../  DE000PC1JCG0  /

Frankfurt Zert./BNP
2025-01-17  9:55:20 PM Chg.+0.020 Bid9:59:52 PM Ask2025-01-17 Underlying Strike price Expiration date Option type
11.920EUR +0.17% 11.950
Bid Size: 6,500		 -
Ask Size: -		 AMER. EXPRESS DL... 200.00 - 2026-01-16 Call
 

Master data

WKN: PC1JCG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 11.03
Intrinsic value: 10.42
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 10.42
Time value: 1.52
Break-even: 319.40
Moneyness: 1.52
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: -0.01
Spread %: -0.08%
Delta: 0.89
Theta: -0.05
Omega: 2.26
Rho: 1.49
 

Quote data

Open: 11.880
High: 12.160
Low: 11.880
Previous Close: 11.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.84%
1 Month  
+21.88%
3 Months  
+40.57%
YTD  
+11.40%
1 Year  
+396.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.950 10.700
1M High / 1M Low: 11.950 9.780
6M High / 6M Low: 11.950 4.700
High (YTD): 2025-01-15 11.950
Low (YTD): 2025-01-10 10.380
52W High: 2025-01-15 11.950
52W Low: 2024-01-18 2.400
Avg. price 1W:   11.450
Avg. volume 1W:   0.000
Avg. price 1M:   10.907
Avg. volume 1M:   0.000
Avg. price 6M:   8.362
Avg. volume 6M:   0.000
Avg. price 1Y:   6.685
Avg. volume 1Y:   0.000
Volatility 1M:   49.93%
Volatility 6M:   77.00%
Volatility 1Y:   72.30%
Volatility 3Y:   -