BNP Paribas Call 300 NSC 16.01.2026
/ DE000PC25552
BNP Paribas Call 300 NSC 16.01.20.../ DE000PC25552 /
| 14/06/2024 10:18:47 |
Chg.-0.060 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
300.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC2555 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-7.48 |
| Time value: |
0.91 |
| Break-even: |
289.35 |
| Moneyness: |
0.73 |
| Premium: |
0.41 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
5.98 |
| Rho: |
0.72 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-26.23% |
| 3 Months |
|
|
-61.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.900 |
| 1M High / 1M Low: |
1.330 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
