BNP Paribas Call 250 NSC 19.12.2025
/ DE000PC1L8H2
BNP Paribas Call 250 NSC 19.12.20.../ DE000PC1L8H2 /
| 02/01/2025 09:07:55 |
Chg.+0.03 |
Bid16:04:24 |
Ask16:04:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+1.46% |
2.10
Bid Size: 6,600 |
2.14
Ask Size: 6,600 |
Norfolk Southern Cor... |
250.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1L8H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-1.48 |
| Time value: |
2.11 |
| Break-even: |
262.62 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.16 |
| Spread %: |
8.21% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
5.39 |
| Rho: |
0.89 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.24% |
| 1 Month |
|
|
-55.53% |
| 3 Months |
|
|
-25.36% |
| YTD |
|
|
+1.46% |
| 1 Year |
|
|
-25.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
2.06 |
| 1M High / 1M Low: |
4.70 |
1.98 |
| 6M High / 6M Low: |
4.80 |
1.55 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
07/11/2024 |
4.80 |
| 52W Low: |
28/06/2024 |
1.47 |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
100.63% |
| Volatility 6M: |
|
156.38% |
| Volatility 1Y: |
|
133.03% |
| Volatility 3Y: |
|
- |
