BNP Paribas Call 250 NSC 19.12.2025
/ DE000PC1L8H2
BNP Paribas Call 250 NSC 19.12.20.../ DE000PC1L8H2 /
| 2025-01-10 9:55:20 PM |
Chg.-0.090 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-4.33% |
2.010
Bid Size: 10,900 |
2.050
Ask Size: 10,900 |
Norfolk Southern Cor... |
250.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1L8H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-2.17 |
| Time value: |
2.05 |
| Break-even: |
270.50 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
1.99% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
5.25 |
| Rho: |
0.82 |
Quote data
| Open: |
2.050 |
| High: |
2.090 |
| Low: |
1.990 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.86% |
| 1 Month |
|
|
-29.43% |
| 3 Months |
|
|
-32.31% |
| YTD |
|
|
-4.33% |
| 1 Year |
|
|
-13.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.990 |
| 1M High / 1M Low: |
2.920 |
1.990 |
| 6M High / 6M Low: |
4.770 |
1.800 |
| High (YTD): |
2025-01-08 |
2.130 |
| Low (YTD): |
2025-01-10 |
1.990 |
| 52W High: |
2024-11-26 |
4.770 |
| 52W Low: |
2024-06-27 |
1.460 |
| Avg. price 1W: |
|
2.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.028 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
73.18% |
| Volatility 6M: |
|
145.98% |
| Volatility 1Y: |
|
128.49% |
| Volatility 3Y: |
|
- |
