BNP Paribas Call 200 AXP 19.12.2025
/ DE000PC1JCD7
BNP Paribas Call 200 AXP 19.12.20.../ DE000PC1JCD7 /
| 19/11/2024 09:07:15 |
Chg.-0.11 |
Bid21:02:10 |
Ask21:02:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.36EUR |
-1.16% |
9.30
Bid Size: 15,000 |
9.34
Ask Size: 15,000 |
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: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.78 |
| Intrinsic value: |
8.07 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
8.07 |
| Time value: |
1.25 |
| Break-even: |
281.98 |
| Moneyness: |
1.43 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.43% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
2.57 |
| Rho: |
1.59 |
Quote data
| Open: |
9.36 |
| High: |
9.36 |
| Low: |
9.36 |
| Previous Close: |
9.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-0.95% |
| 3 Months |
|
|
+47.87% |
| YTD |
|
|
+245.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.96 |
9.38 |
| 1M High / 1M Low: |
10.09 |
7.73 |
| 6M High / 6M Low: |
10.09 |
4.49 |
| High (YTD): |
07/11/2024 |
10.09 |
| Low (YTD): |
18/01/2024 |
2.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.49% |
| Volatility 6M: |
|
79.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
