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BNP Paribas Call 220 NSC 19.12.20.../  DE000PC1L8G4  /

Frankfurt Zert./BNP
20/12/2024  21:55:21 Chg.+0.150 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
3.580EUR +4.37% 3.580
Bid Size: 3,600		 3.620
Ask Size: 3,600		 Norfolk Southern Cor... 220.00 USD 19/12/2025 Call
 

Master data

WKN: PC1L8G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 220.00 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: 6.20
Leverage: Yes

Calculated values

Fair value: 3.29
Intrinsic value: 1.36
Implied volatility: 0.30
Historic volatility: 0.26
Parity: 1.36
Time value: 2.26
Break-even: 247.15
Moneyness: 1.06
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 1.12%
Delta: 0.67
Theta: -0.04
Omega: 4.18
Rho: 1.15
 

Quote data

Open: 3.350
High: 3.710
Low: 3.330
Previous Close: 3.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.00%
1 Month
  -42.54%
3 Months
  -17.70%
YTD
  -14.76%
1 Year
  -11.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.110 3.430
1M High / 1M Low: 6.820 3.430
6M High / 6M Low: 6.820 2.460
High (YTD): 26/11/2024 6.820
Low (YTD): 27/06/2024 2.460
52W High: 26/11/2024 6.820
52W Low: 27/06/2024 2.460
Avg. price 1W:   3.846
Avg. volume 1W:   0.000
Avg. price 1M:   5.364
Avg. volume 1M:   0.000
Avg. price 6M:   4.520
Avg. volume 6M:   0.000
Avg. price 1Y:   4.548
Avg. volume 1Y:   0.000
Volatility 1M:   83.59%
Volatility 6M:   121.60%
Volatility 1Y:   104.41%
Volatility 3Y:   -