BNP Paribas Call 250 AXP 18.12.2026
/ DE000PG45EK6
BNP Paribas Call 250 AXP 18.12.20.../ DE000PG45EK6 /
12/23/2024 8:31:50 AM |
Chg.-0.03 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.56EUR |
-0.35% |
- Bid Size: - |
- Ask Size: - |
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: |
8.55 |
High: |
8.56 |
Low: |
8.55 |
Previous Close: |
8.59 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.35% |
1 Month |
|
|
-0.58% |
3 Months |
|
|
+54.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.59 |
8.09 |
1M High / 1M Low: |
8.99 |
8.08 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |