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

Frankfurt Zert./BNP
27/12/2024  21:55:24 Chg.-0.080 Bid21:59:30 Ask21:59:30 Underlying Strike price Expiration date Option type
4.960EUR -1.59% 4.970
Bid Size: 4,300		 5.010
Ask Size: 4,300		 Norfolk Southern Cor... 200.00 USD 16/01/2026 Call
 

Master data

WKN: PC1L8J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.50
Leverage: Yes

Calculated values

Fair value: 4.68
Intrinsic value: 3.38
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 3.38
Time value: 1.63
Break-even: 241.93
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.80%
Delta: 0.78
Theta: -0.04
Omega: 3.51
Rho: 1.32
 

Quote data

Open: 5.040
High: 5.080
Low: 4.910
Previous Close: 5.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.61%
1 Month
  -39.44%
3 Months
  -10.47%
YTD
  -7.12%
1 Year
  -7.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.040 4.960
1M High / 1M Low: 8.230 4.740
6M High / 6M Low: 8.480 3.660
High (YTD): 26/11/2024 8.480
Low (YTD): 27/06/2024 3.460
52W High: 26/11/2024 8.480
52W Low: 27/06/2024 3.460
Avg. price 1W:   5.000
Avg. volume 1W:   0.000
Avg. price 1M:   6.396
Avg. volume 1M:   0.000
Avg. price 6M:   5.907
Avg. volume 6M:   0.000
Avg. price 1Y:   5.821
Avg. volume 1Y:   0.000
Volatility 1M:   60.45%
Volatility 6M:   99.53%
Volatility 1Y:   88.23%
Volatility 3Y:   -