BNP Paribas Call 200 NSC 19.12.2025
/ DE000PC1L8F6
BNP Paribas Call 200 NSC 19.12.20.../ DE000PC1L8F6 /
| 19/11/2024 21:20:46 |
Chg.-0.240 |
Bid21:30:08 |
Ask21:30:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.900EUR |
-3.36% |
6.900
Bid Size: 8,600 |
6.950
Ask Size: 8,600 |
Norfolk Southern Cor... |
200.00 USD |
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 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.83 |
| Intrinsic value: |
5.87 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
5.87 |
| Time value: |
1.29 |
| Break-even: |
260.38 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
0.70% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
2.98 |
| Rho: |
1.53 |
Quote data
| Open: |
7.080 |
| High: |
7.130 |
| Low: |
6.740 |
| Previous Close: |
7.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.12% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
+30.93% |
| YTD |
|
|
+30.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.710 |
7.000 |
| 1M High / 1M Low: |
8.190 |
5.750 |
| 6M High / 6M Low: |
8.190 |
3.380 |
| High (YTD): |
06/11/2024 |
8.190 |
| Low (YTD): |
27/06/2024 |
3.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.53% |
| Volatility 6M: |
|
103.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
