BNP Paribas Call 250 NSC 16.01.2026
/ DE000PC1L8L4
BNP Paribas Call 250 NSC 16.01.20.../ DE000PC1L8L4 /
10/15/2024 6:50:24 PM |
Chg.+0.120 |
Bid7:01:05 PM |
Ask7:01:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.440EUR |
+3.61% |
3.460 Bid Size: 6,000 |
3.500 Ask Size: 6,000 |
Norfolk Southern Cor... |
250.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.01 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
0.35 |
Time value: |
3.04 |
Break-even: |
263.07 |
Moneyness: |
1.02 |
Premium: |
0.13 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
1.19% |
Delta: |
0.63 |
Theta: |
-0.04 |
Omega: |
4.34 |
Rho: |
1.42 |
Quote data
Open: |
3.320 |
High: |
3.470 |
Low: |
3.210 |
Previous Close: |
3.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+26.47% |
1 Month |
|
|
+19.03% |
3 Months |
|
|
+56.36% |
YTD |
|
|
+18.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.320 |
2.720 |
1M High / 1M Low: |
3.320 |
2.670 |
6M High / 6M Low: |
3.700 |
1.530 |
High (YTD): |
3/13/2024 |
4.560 |
Low (YTD): |
6/27/2024 |
1.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.960 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.885 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.666 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.49% |
Volatility 6M: |
|
123.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |