BNP Paribas Call 300 NSC 19.12.2025
/ DE000PC25545
BNP Paribas Call 300 NSC 19.12.20.../ DE000PC25545 /
| 2024-11-19 9:20:34 PM |
Chg.-0.100 |
Bid2024-11-19 |
Ask2024-11-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-6.17% |
1.520
Bid Size: 6,000 |
1.560
Ask Size: 6,000 |
Norfolk Southern Cor... |
300.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC2554 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-3.57 |
| Time value: |
1.64 |
| Break-even: |
299.56 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
2.50% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
6.07 |
| Rho: |
0.90 |
Quote data
| Open: |
1.580 |
| High: |
1.610 |
| Low: |
1.470 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
+40.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.540 |
| 1M High / 1M Low: |
2.270 |
1.130 |
| 6M High / 6M Low: |
2.270 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.58% |
| Volatility 6M: |
|
201.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
