BNP Paribas Call 200 NSC 19.12.2025
/ DE000PC1L8F6
BNP Paribas Call 200 NSC 19.12.20.../ DE000PC1L8F6 /
08/08/2024 09:07:47 |
Chg.-0.50 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
5.42EUR |
-8.45% |
- Bid Size: - |
- Ask Size: - |
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: |
3.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.11 |
Intrinsic value: |
3.66 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
3.66 |
Time value: |
1.84 |
Break-even: |
238.02 |
Moneyness: |
1.20 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
0.73% |
Delta: |
0.80 |
Theta: |
-0.03 |
Omega: |
3.20 |
Rho: |
1.65 |
Quote data
Open: |
5.42 |
High: |
5.42 |
Low: |
5.42 |
Previous Close: |
5.92 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.41% |
1 Month |
|
|
+52.25% |
3 Months |
|
|
+4.43% |
YTD |
|
|
+2.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.92 |
5.42 |
1M High / 1M Low: |
6.20 |
3.56 |
6M High / 6M Low: |
7.50 |
3.40 |
High (YTD): |
14/03/2024 |
7.50 |
Low (YTD): |
28/06/2024 |
3.40 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.52 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.85% |
Volatility 6M: |
|
86.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |