BNP Paribas Call 200 NSC 21.06.2024
/ DE000PN35Q31
BNP Paribas Call 200 NSC 21.06.20.../ DE000PN35Q31 /
| 5/21/2024 10:20:58 AM |
Chg.-0.100 |
Bid5/21/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
-3.45% |
2.800
Bid Size: 5,800 |
-
Ask Size: - |
Norfolk Southern Cor... |
200.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
6/1/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
2.79 |
| Time value: |
0.11 |
| Break-even: |
213.16 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
6.91 |
| Rho: |
0.15 |
Quote data
| Open: |
2.800 |
| High: |
2.800 |
| Low: |
2.790 |
| Previous Close: |
2.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-30.35% |
| 3 Months |
|
|
-50.27% |
| YTD |
|
|
-28.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.060 |
2.900 |
| 1M High / 1M Low: |
4.340 |
2.550 |
| 6M High / 6M Low: |
5.960 |
2.290 |
| High (YTD): |
3/13/2024 |
5.960 |
| Low (YTD): |
5/9/2024 |
2.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.38% |
| Volatility 6M: |
|
121.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
