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

Frankfurt Zert./BNP
20/12/2024  21:55:21 Chg.+0.080 Bid21:59:27 Ask21:59:27 Underlying Strike price Expiration date Option type
2.240EUR +3.70% 2.240
Bid Size: 3,300		 2.280
Ask Size: 3,300		 Norfolk Southern Cor... 250.00 USD 16/01/2026 Call
 

Master data

WKN: PC1L8L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.80
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -1.52
Time value: 2.29
Break-even: 262.62
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 1.78%
Delta: 0.51
Theta: -0.04
Omega: 5.01
Rho: 0.98
 

Quote data

Open: 2.100
High: 2.360
Low: 2.090
Previous Close: 2.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.76%
1 Month
  -48.97%
3 Months
  -22.49%
YTD
  -23.02%
1 Year
  -19.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.660 2.160
1M High / 1M Low: 4.920 2.160
6M High / 6M Low: 4.920 1.530
High (YTD): 26/11/2024 4.920
Low (YTD): 27/06/2024 1.530
52W High: 26/11/2024 4.920
52W Low: 27/06/2024 1.530
Avg. price 1W:   2.466
Avg. volume 1W:   0.000
Avg. price 1M:   3.687
Avg. volume 1M:   0.000
Avg. price 6M:   3.061
Avg. volume 6M:   0.000
Avg. price 1Y:   3.145
Avg. volume 1Y:   0.000
Volatility 1M:   101.12%
Volatility 6M:   146.97%
Volatility 1Y:   125.66%
Volatility 3Y:   -