BNP Paribas Call 220 NSC 19.12.2025
/ DE000PC1L8G4
BNP Paribas Call 220 NSC 19.12.20.../ DE000PC1L8G4 /
| 31/05/2024 09:14:19 |
Chg.+0.23 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
+7.64% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
220.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1L8G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.44 |
| Time value: |
2.99 |
| Break-even: |
237.09 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.48% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
3.98 |
| Rho: |
1.58 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.47% |
| 1 Month |
|
|
-30.62% |
| 3 Months |
|
|
-41.94% |
| YTD |
|
|
-23.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.56 |
3.01 |
| 1M High / 1M Low: |
4.35 |
3.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
14/03/2024 |
6.22 |
| Low (YTD): |
30/05/2024 |
3.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
