BNP Paribas Call 200 NSC 19.12.2025
/ DE000PC1L8F6
BNP Paribas Call 200 NSC 19.12.20.../ DE000PC1L8F6 /
| 04/02/2025 09:21:22 |
Chg.-0.22 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.86EUR |
-3.62% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
200.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
PC1L8F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.17 |
| Intrinsic value: |
4.24 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
4.24 |
| Time value: |
1.71 |
| Break-even: |
259.50 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.68% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
3.20 |
| Rho: |
1.14 |
Quote data
| Open: |
5.86 |
| High: |
5.86 |
| Low: |
5.86 |
| Previous Close: |
6.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.34% |
| 1 Month |
|
|
+20.08% |
| 3 Months |
|
|
+2.99% |
| YTD |
|
|
+22.59% |
| 1 Year |
|
|
-11.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.38 |
5.86 |
| 1M High / 1M Low: |
6.59 |
4.79 |
| 6M High / 6M Low: |
8.36 |
4.52 |
| High (YTD): |
28/01/2025 |
6.59 |
| Low (YTD): |
13/01/2025 |
4.79 |
| 52W High: |
26/11/2024 |
8.36 |
| 52W Low: |
28/06/2024 |
3.40 |
| Avg. price 1W: |
|
6.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.18% |
| Volatility 6M: |
|
90.41% |
| Volatility 1Y: |
|
88.21% |
| Volatility 3Y: |
|
- |
