BNP Paribas Call 200 UNP 19.12.2025
/ DE000PC1GHG5
BNP Paribas Call 200 UNP 19.12.20.../ DE000PC1GHG5 /
| 2024-05-03 9:50:25 PM |
Chg.+0.190 |
Bid9:58:12 PM |
Ask9:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.710EUR |
+3.44% |
5.700
Bid Size: 1,000 |
5.750
Ask Size: 1,000 |
Union Pacific Corp |
200.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1GHG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
3.51 |
| Time value: |
2.10 |
| Break-even: |
242.50 |
| Moneyness: |
1.19 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.90% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
3.18 |
| Rho: |
2.00 |
Quote data
| Open: |
5.810 |
| High: |
5.900 |
| Low: |
5.680 |
| Previous Close: |
5.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.55% |
| 1 Month |
|
|
-3.22% |
| 3 Months |
|
|
-12.02% |
| YTD |
|
|
-8.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.110 |
5.520 |
| 1M High / 1M Low: |
6.110 |
5.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-23 |
7.140 |
| Low (YTD): |
2024-04-17 |
5.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
