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BNP Paribas Call 220 NSC 16.01.20.../  DE000PC1L8K6  /

Frankfurt Zert./BNP
2024-10-15  5:50:38 PM Chg.+0.150 Bid5:51:48 PM Ask5:51:48 PM Underlying Strike price Expiration date Option type
5.130EUR +3.01% 5.130
Bid Size: 7,200		 5.170
Ask Size: 7,200		 Norfolk Southern Cor... 220.00 USD 2026-01-16 Call
 

Master data

WKN: PC1L8K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.62
Leverage: Yes

Calculated values

Fair value: 4.67
Intrinsic value: 3.10
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 3.10
Time value: 1.94
Break-even: 252.07
Moneyness: 1.15
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.80%
Delta: 0.77
Theta: -0.04
Omega: 3.56
Rho: 1.62
 

Quote data

Open: 4.980
High: 5.160
Low: 4.850
Previous Close: 4.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.28%
1 Month  
+16.59%
3 Months  
+48.27%
YTD  
+20.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.980 4.230
1M High / 1M Low: 4.980 4.150
6M High / 6M Low: 5.370 2.540
High (YTD): 2024-03-13 6.190
Low (YTD): 2024-06-27 2.540
52W High: - -
52W Low: - -
Avg. price 1W:   4.536
Avg. volume 1W:   0.000
Avg. price 1M:   4.429
Avg. volume 1M:   0.000
Avg. price 6M:   4.049
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.59%
Volatility 6M:   101.95%
Volatility 1Y:   -
Volatility 3Y:   -