BNP Paribas Call 220 NSC 19.12.2025
/ DE000PC1L8G4
BNP Paribas Call 220 NSC 19.12.20.../ DE000PC1L8G4 /
| 6/7/2024 9:22:09 AM |
Chg.+0.10 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.42EUR |
+3.01% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
220.00 USD |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.38 |
| Time value: |
3.03 |
| Break-even: |
237.77 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.49% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
3.97 |
| Rho: |
1.55 |
Quote data
| Open: |
3.42 |
| High: |
3.42 |
| Low: |
3.42 |
| Previous Close: |
3.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-16.99% |
| 3 Months |
|
|
-39.25% |
| YTD |
|
|
-18.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.42 |
3.32 |
| 1M High / 1M Low: |
4.12 |
3.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/14/2024 |
6.22 |
| Low (YTD): |
5/30/2024 |
3.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
