BNP Paribas Call 200 NSC 19.12.2025
/ DE000PC1L8F6
BNP Paribas Call 200 NSC 19.12.20.../ DE000PC1L8F6 /
| 7/12/2024 10:38:37 AM |
Chg.+0.46 |
Bid12:19:02 PM |
Ask12:19:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.10EUR |
+12.64% |
3.98
Bid Size: 3,600 |
4.06
Ask Size: 3,600 |
Norfolk Southern Cor... |
200.00 USD |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
1.93 |
| Time value: |
2.11 |
| Break-even: |
224.32 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.00% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
3.72 |
| Rho: |
1.58 |
Quote data
| Open: |
4.11 |
| High: |
4.11 |
| Low: |
4.10 |
| Previous Close: |
3.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.49% |
| 1 Month |
|
|
-8.28% |
| 3 Months |
|
|
-38.44% |
| YTD |
|
|
-22.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.85 |
3.56 |
| 1M High / 1M Low: |
4.47 |
3.40 |
| 6M High / 6M Low: |
7.50 |
3.40 |
| High (YTD): |
3/14/2024 |
7.50 |
| Low (YTD): |
6/28/2024 |
3.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.45% |
| Volatility 6M: |
|
77.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
