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BNP Paribas Call 200 NSC 21.06.20.../  DE000PN35Q31  /

EUWAX
07/06/2024  10:13:47 Chg.+0.19 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
2.37EUR +8.72% -
Bid Size: -		 -
Ask Size: -		 Norfolk Southern Cor... 200.00 USD 21/06/2024 Call
 

Master data

WKN: PN35Q3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 21/06/2024
Issue date: 01/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.93
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 2.27
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 2.27
Time value: 0.04
Break-even: 206.72
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: -0.01
Spread %: -0.43%
Delta: 0.97
Theta: -0.05
Omega: 8.65
Rho: 0.07
 

Quote data

Open: 2.37
High: 2.37
Low: 2.37
Previous Close: 2.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.70%
1 Month
  -24.04%
3 Months
  -54.86%
YTD
  -40.15%
1 Year
  -29.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.34 1.98
1M High / 1M Low: 3.31 1.71
6M High / 6M Low: 6.00 1.71
High (YTD): 14/03/2024 6.00
Low (YTD): 30/05/2024 1.71
52W High: 14/03/2024 6.00
52W Low: 27/10/2023 1.18
Avg. price 1W:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   2.67
Avg. volume 1M:   0.00
Avg. price 6M:   4.14
Avg. volume 6M:   0.00
Avg. price 1Y:   3.41
Avg. volume 1Y:   0.00
Volatility 1M:   220.89%
Volatility 6M:   135.84%
Volatility 1Y:   124.65%
Volatility 3Y:   -