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

Frankfurt Zert./BNP
12/23/2024  9:55:18 PM Chg.+0.090 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
3.670EUR +2.51% 3.630
Bid Size: 3,700		 3.670
Ask Size: 3,700		 Norfolk Southern Cor... 220.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.17
Leverage: Yes

Calculated values

Fair value: 3.41
Intrinsic value: 1.52
Implied volatility: 0.29
Historic volatility: 0.26
Parity: 1.52
Time value: 2.15
Break-even: 248.15
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 1.10%
Delta: 0.68
Theta: -0.04
Omega: 4.22
Rho: 1.17
 

Quote data

Open: 3.630
High: 3.670
Low: 3.520
Previous Close: 3.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.49%
1 Month
  -41.09%
3 Months
  -13.65%
YTD
  -12.62%
1 Year
  -9.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.100 3.430
1M High / 1M Low: 6.820 3.430
6M High / 6M Low: 6.820 2.460
High (YTD): 11/26/2024 6.820
Low (YTD): 6/27/2024 2.460
52W High: 11/26/2024 6.820
52W Low: 6/27/2024 2.460
Avg. price 1W:   3.758
Avg. volume 1W:   0.000
Avg. price 1M:   5.242
Avg. volume 1M:   0.000
Avg. price 6M:   4.514
Avg. volume 6M:   0.000
Avg. price 1Y:   4.547
Avg. volume 1Y:   0.000
Volatility 1M:   74.75%
Volatility 6M:   121.16%
Volatility 1Y:   104.84%
Volatility 3Y:   -