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BNP Paribas Call 220 AEC1 16.01.2.../  DE000PC2WW86  /

EUWAX
1/31/2025  12:32:14 PM Chg.+0.07 Bid1/31/2025 Ask1/31/2025 Underlying Strike price Expiration date Option type
10.63EUR +0.66% 10.63
Bid Size: 6,500		 10.64
Ask Size: 6,500		 AMER. EXPRESS DL... 220.00 - 1/16/2026 Call
 

Master data

WKN: PC2WW8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 1/16/2026
Issue date: 1/4/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 9.36
Intrinsic value: 8.68
Implied volatility: 0.44
Historic volatility: 0.22
Parity: 8.68
Time value: 1.83
Break-even: 325.10
Moneyness: 1.39
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.10%
Delta: 0.85
Theta: -0.06
Omega: 2.48
Rho: 1.50
 

Quote data

Open: 10.59
High: 10.65
Low: 10.58
Previous Close: 10.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.85%
1 Month  
+17.07%
3 Months  
+58.18%
YTD  
+17.07%
1 Year  
+281.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.29 10.26
1M High / 1M Low: 11.29 8.64
6M High / 6M Low: 11.29 3.77
High (YTD): 1/24/2025 11.29
Low (YTD): 1/13/2025 8.64
52W High: 1/24/2025 11.29
52W Low: 2/1/2024 2.75
Avg. price 1W:   10.55
Avg. volume 1W:   0.00
Avg. price 1M:   9.89
Avg. volume 1M:   0.00
Avg. price 6M:   7.33
Avg. volume 6M:   0.00
Avg. price 1Y:   5.75
Avg. volume 1Y:   0.00
Volatility 1M:   67.59%
Volatility 6M:   84.41%
Volatility 1Y:   80.27%
Volatility 3Y:   -