BNP Paribas Call 220 UNP 16.01.2026
/ DE000PC1GHU6
BNP Paribas Call 220 UNP 16.01.20.../ DE000PC1GHU6 /
| 2024-05-03 8:55:14 AM |
Chg.+0.39 |
Bid8:09:06 PM |
Ask8:09:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.66EUR |
+9.13% |
4.60
Bid Size: 2,000 |
4.65
Ask Size: 2,000 |
Union Pacific Corp |
220.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1GHU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.65 |
| Time value: |
2.83 |
| Break-even: |
249.84 |
| Moneyness: |
1.08 |
| Premium: |
0.13 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.67% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.58 |
| Rho: |
1.97 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.66 |
| Previous Close: |
4.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.05% |
| 1 Month |
|
|
-4.12% |
| 3 Months |
|
|
-11.91% |
| YTD |
|
|
-9.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.96 |
4.27 |
| 1M High / 1M Low: |
4.96 |
4.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-26 |
5.87 |
| Low (YTD): |
2024-04-19 |
4.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
