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BNP Paribas Call 200 NSC 19.12.20.../  DE000PC1L8F6  /

EUWAX
2/25/2025  9:02:45 AM Chg.-0.41 Bid1:36:33 PM Ask1:36:33 PM Underlying Strike price Expiration date Option type
5.33EUR -7.14% 5.36
Bid Size: 5,600		 5.44
Ask Size: 5,600		 Norfolk Southern Cor... 200.00 - 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 -
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 4.34
Intrinsic value: 3.33
Implied volatility: 0.41
Historic volatility: 0.25
Parity: 3.33
Time value: 2.04
Break-even: 253.70
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 0.75%
Delta: 0.74
Theta: -0.06
Omega: 3.24
Rho: 0.98
 

Quote data

Open: 5.33
High: 5.33
Low: 5.33
Previous Close: 5.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.59%
1 Month
  -15.53%
3 Months
  -32.62%
YTD  
+11.51%
1 Year
  -24.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.54 5.66
1M High / 1M Low: 6.59 5.66
6M High / 6M Low: 8.36 4.52
High (YTD): 1/28/2025 6.59
Low (YTD): 1/13/2025 4.79
52W High: 11/26/2024 8.36
52W Low: 6/28/2024 3.40
Avg. price 1W:   6.03
Avg. volume 1W:   0.00
Avg. price 1M:   6.13
Avg. volume 1M:   0.00
Avg. price 6M:   6.12
Avg. volume 6M:   0.00
Avg. price 1Y:   5.75
Avg. volume 1Y:   0.00
Volatility 1M:   85.95%
Volatility 6M:   90.28%
Volatility 1Y:   88.91%
Volatility 3Y:   -