BNP Paribas Call 230 UNP 19.12.2025
/ DE000PC1GHK7
BNP Paribas Call 230 UNP 19.12.20.../ DE000PC1GHK7 /
| 2024-05-03 9:50:35 PM |
Chg.+0.150 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+3.95% |
3.940
Bid Size: 1,000 |
3.970
Ask Size: 1,000 |
Union Pacific Corp |
230.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1GHK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.72 |
| Time value: |
3.15 |
| Break-even: |
253.06 |
| Moneyness: |
1.03 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.78% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.87 |
| Rho: |
1.81 |
Quote data
| Open: |
4.050 |
| High: |
4.130 |
| Low: |
3.940 |
| Previous Close: |
3.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.78% |
| 1 Month |
|
|
-5.05% |
| 3 Months |
|
|
-16.14% |
| YTD |
|
|
-13.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.330 |
3.800 |
| 1M High / 1M Low: |
4.330 |
3.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-23 |
5.270 |
| Low (YTD): |
2024-04-17 |
3.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
