BNP Paribas Call 300 AXP 18.12.2026
/ DE000PG45EJ8
BNP Paribas Call 300 AXP 18.12.20.../ DE000PG45EJ8 /
| 27/12/2024 21:55:22 |
Chg.+0.070 |
Bid21:58:27 |
Ask21:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.920EUR |
+1.20% |
5.890
Bid Size: 6,500 |
5.910
Ask Size: 6,500 |
American Express Com... |
300.00 USD |
18/12/2026 |
Call |
Master data
| WKN: |
PG45EJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
18/12/2026 |
| Issue date: |
30/07/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.44 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.10 |
| Time value: |
5.83 |
| Break-even: |
347.05 |
| Moneyness: |
1.00 |
| Premium: |
0.20 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
3.12 |
| Rho: |
2.48 |
Quote data
| Open: |
6.010 |
| High: |
6.100 |
| Low: |
5.830 |
| Previous Close: |
5.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.34% |
| 1 Month |
|
|
-4.21% |
| 3 Months |
|
|
+53.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.920 |
5.850 |
| 1M High / 1M Low: |
6.180 |
5.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.885 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
