BNP Paribas Call 250 AXP 18.12.2026
/ DE000PG45EK6
BNP Paribas Call 250 AXP 18.12.20.../ DE000PG45EK6 /
| 12/23/2024 9:55:13 PM |
Chg.-0.020 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.500EUR |
-0.23% |
8.450
Bid Size: 8,000 |
8.490
Ask Size: 8,000 |
American Express Com... |
250.00 USD |
12/18/2026 |
Call |
Master data
| WKN: |
PG45EK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
12/18/2026 |
| Issue date: |
7/30/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.05 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
4.66 |
| Time value: |
3.84 |
| Break-even: |
324.62 |
| Moneyness: |
1.19 |
| Premium: |
0.13 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.47% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
2.57 |
| Rho: |
2.66 |
Quote data
| Open: |
8.540 |
| High: |
8.600 |
| Low: |
8.280 |
| Previous Close: |
8.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.23% |
| 1 Month |
|
|
-1.39% |
| 3 Months |
|
|
+53.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.520 |
7.750 |
| 1M High / 1M Low: |
9.050 |
7.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.572 |
| Avg. volume 1M: |
|
26.381 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
