BNP Paribas Call 250 AEC1 16.01.2026
/ DE000PC25TY6
BNP Paribas Call 250 AEC1 16.01.2.../ DE000PC25TY6 /
| 03/02/2025 13:44:20 |
Chg.-0.61 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.59EUR |
-7.44% |
-
Bid Size: - |
-
Ask Size: - |
AMER. EXPRESS DL... |
250.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC25TY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.68 |
| Intrinsic value: |
5.60 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
5.60 |
| Time value: |
2.43 |
| Break-even: |
330.30 |
| Moneyness: |
1.22 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
2.98 |
| Rho: |
1.51 |
Quote data
| Open: |
7.64 |
| High: |
7.64 |
| Low: |
7.59 |
| Previous Close: |
8.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.77% |
| 1 Month |
|
|
+10.80% |
| 3 Months |
|
|
+61.83% |
| YTD |
|
|
+10.64% |
| 1 Year |
|
|
+305.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.20 |
7.88 |
| 1M High / 1M Low: |
8.89 |
6.41 |
| 6M High / 6M Low: |
8.89 |
2.49 |
| High (YTD): |
24/01/2025 |
8.89 |
| Low (YTD): |
13/01/2025 |
6.41 |
| 52W High: |
24/01/2025 |
8.89 |
| 52W Low: |
07/02/2024 |
1.98 |
| Avg. price 1W: |
|
7.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.18 |
| Avg. volume 1Y: |
|
1.27 |
| Volatility 1M: |
|
82.83% |
| Volatility 6M: |
|
92.97% |
| Volatility 1Y: |
|
89.13% |
| Volatility 3Y: |
|
- |
