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BNP Paribas Call 250 NSC 16.01.20.../  DE000PC1L8L4  /

Frankfurt Zert./BNP
2025-02-27  9:55:13 PM Chg.+0.060 Bid9:58:51 PM Ask9:58:51 PM Underlying Strike price Expiration date Option type
2.350EUR +2.62% 2.330
Bid Size: 9,500		 2.370
Ask Size: 9,500		 Norfolk Southern Cor... 250.00 - 2026-01-16 Call
 

Master data

WKN: PC1L8L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.91
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -1.92
Time value: 2.33
Break-even: 273.30
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 1.75%
Delta: 0.49
Theta: -0.05
Omega: 4.85
Rho: 0.79
 

Quote data

Open: 2.280
High: 2.440
Low: 2.250
Previous Close: 2.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.64%
1 Month
  -29.43%
3 Months
  -50.84%
YTD  
+6.82%
1 Year
  -41.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.690 2.290
1M High / 1M Low: 3.330 2.290
6M High / 6M Low: 4.920 2.110
High (YTD): 2025-01-27 3.330
Low (YTD): 2025-01-10 2.110
52W High: 2024-11-26 4.920
52W Low: 2024-06-27 1.530
Avg. price 1W:   2.484
Avg. volume 1W:   0.000
Avg. price 1M:   2.923
Avg. volume 1M:   0.000
Avg. price 6M:   3.176
Avg. volume 6M:   .394
Avg. price 1Y:   3.045
Avg. volume 1Y:   .198
Volatility 1M:   94.91%
Volatility 6M:   125.79%
Volatility 1Y:   121.54%
Volatility 3Y:   -