BNP Paribas Call 200 NSC 17.01.2025
/ DE000PN35RE8
BNP Paribas Call 200 NSC 17.01.20.../ DE000PN35RE8 /
| 2024-05-09 1:21:23 PM |
Chg.0.000 |
Bid1:39:16 PM |
Ask1:39:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
0.00% |
4.210
Bid Size: 1,900 |
4.270
Ask Size: 1,900 |
Norfolk Southern Cor... |
200.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PN35RE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
1.60 |
| Time value: |
2.66 |
| Break-even: |
242.60 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
1.19% |
| Delta: |
0.68 |
| Theta: |
-0.07 |
| Omega: |
3.44 |
| Rho: |
0.72 |
Quote data
| Open: |
4.200 |
| High: |
4.260 |
| Low: |
4.100 |
| Previous Close: |
4.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.65% |
| 1 Month |
|
|
-27.74% |
| 3 Months |
|
|
-31.38% |
| YTD |
|
|
-9.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.430 |
3.980 |
| 1M High / 1M Low: |
5.840 |
3.980 |
| 6M High / 6M Low: |
6.620 |
2.150 |
| High (YTD): |
2024-03-13 |
6.620 |
| Low (YTD): |
2024-01-17 |
3.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.867 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.85% |
| Volatility 6M: |
|
90.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
