BNP Paribas Call 250 NSC 16.01.2026
/ DE000PC1L8L4
BNP Paribas Call 250 NSC 16.01.20.../ DE000PC1L8L4 /
2024-05-03 9:00:48 AM |
Chg.+0.34 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.04EUR |
+12.59% |
- Bid Size: - |
- Ask Size: - |
Norfolk Southern Cor... |
250.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC1L8L |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Norfolk Southern Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-1.34 |
Time value: |
3.03 |
Break-even: |
262.61 |
Moneyness: |
0.94 |
Premium: |
0.20 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.05 |
Spread %: |
1.68% |
Delta: |
0.58 |
Theta: |
-0.03 |
Omega: |
4.16 |
Rho: |
1.63 |
Quote data
Open: |
3.04 |
High: |
3.04 |
Low: |
3.04 |
Previous Close: |
2.70 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.43% |
1 Month |
|
|
-23.43% |
3 Months |
|
|
-24.94% |
YTD |
|
|
+4.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.35 |
2.70 |
1M High / 1M Low: |
4.02 |
2.70 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-14 |
4.64 |
Low (YTD): |
2024-01-11 |
2.35 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |