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BNP Paribas Call 250 NSC 19.12.20.../  DE000PC1L8H2  /

EUWAX
12/23/2024  9:09:46 AM Chg.- Bid8:13:39 AM Ask8:13:39 AM Underlying Strike price Expiration date Option type
2.16EUR - 2.15
Bid Size: 3,300		 2.23
Ask Size: 3,300		 Norfolk Southern Cor... 250.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.44
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -1.23
Time value: 2.18
Break-even: 261.68
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 1.87%
Delta: 0.52
Theta: -0.04
Omega: 5.39
Rho: 0.94
 

Quote data

Open: 2.16
High: 2.16
Low: 2.16
Previous Close: 1.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -54.33%
3 Months
  -17.87%
YTD
  -24.21%
1 Year
  -21.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.16 1.98
1M High / 1M Low: 4.73 1.98
6M High / 6M Low: 4.80 1.47
High (YTD): 11/7/2024 4.80
Low (YTD): 6/28/2024 1.47
52W High: 11/7/2024 4.80
52W Low: 6/28/2024 1.47
Avg. price 1W:   2.07
Avg. volume 1W:   0.00
Avg. price 1M:   3.43
Avg. volume 1M:   0.00
Avg. price 6M:   2.97
Avg. volume 6M:   0.00
Avg. price 1Y:   3.06
Avg. volume 1Y:   0.00
Volatility 1M:   108.96%
Volatility 6M:   158.47%
Volatility 1Y:   133.25%
Volatility 3Y:   -