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BNP Paribas Call 200 NSC 16.01.20.../  DE000PC1L8J8  /

Frankfurt Zert./BNP
1/24/2025  9:55:22 PM Chg.-0.300 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
6.200EUR -4.62% 6.230
Bid Size: 4,700		 6.270
Ask Size: 4,700		 Norfolk Southern Cor... 200.00 - 1/16/2026 Call
 

Master data

WKN: PC1L8J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.87
Leverage: Yes

Calculated values

Fair value: 5.37
Intrinsic value: 4.27
Implied volatility: 0.39
Historic volatility: 0.26
Parity: 4.27
Time value: 2.00
Break-even: 262.70
Moneyness: 1.21
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 0.64%
Delta: 0.78
Theta: -0.05
Omega: 3.01
Rho: 1.23
 

Quote data

Open: 6.440
High: 6.480
Low: 6.060
Previous Close: 6.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.35%
1 Month  
+23.02%
3 Months  
+1.14%
YTD  
+25.76%
1 Year  
+12.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.500 5.960
1M High / 1M Low: 6.500 4.840
6M High / 6M Low: 8.480 4.510
High (YTD): 1/23/2025 6.500
Low (YTD): 1/10/2025 4.840
52W High: 11/26/2024 8.480
52W Low: 6/27/2024 3.460
Avg. price 1W:   6.160
Avg. volume 1W:   0.000
Avg. price 1M:   5.409
Avg. volume 1M:   0.000
Avg. price 6M:   6.100
Avg. volume 6M:   0.000
Avg. price 1Y:   5.850
Avg. volume 1Y:   0.000
Volatility 1M:   54.30%
Volatility 6M:   96.73%
Volatility 1Y:   88.10%
Volatility 3Y:   -