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BNP Paribas Call 210 NSC 21.06.20.../  DE000PN35Q49  /

Frankfurt Zert./BNP
6/13/2024  7:21:11 PM Chg.-0.160 Bid7:47:43 PM Ask7:47:43 PM Underlying Strike price Expiration date Option type
1.180EUR -11.94% 1.130
Bid Size: 2,655		 1.170
Ask Size: 2,565		 Norfolk Southern Cor... 210.00 USD 6/21/2024 Call
 

Master data

WKN: PN35Q4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 210.00 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: 14.39
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.31
Implied volatility: 0.46
Historic volatility: 0.21
Parity: 1.31
Time value: 0.13
Break-even: 208.61
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.34
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.23
Omega: 12.15
Rho: 0.04
 

Quote data

Open: 1.300
High: 1.300
Low: 1.010
Previous Close: 1.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.06%
1 Month
  -45.37%
3 Months
  -76.86%
YTD
  -63.35%
1 Year
  -58.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.340
1M High / 1M Low: 2.190 1.130
6M High / 6M Low: 5.100 1.130
High (YTD): 3/13/2024 5.100
Low (YTD): 5/29/2024 1.130
52W High: 3/13/2024 5.100
52W Low: 10/27/2023 0.870
Avg. price 1W:   1.410
Avg. volume 1W:   0.000
Avg. price 1M:   1.635
Avg. volume 1M:   0.000
Avg. price 6M:   3.270
Avg. volume 6M:   0.000
Avg. price 1Y:   2.710
Avg. volume 1Y:   0.000
Volatility 1M:   211.72%
Volatility 6M:   158.49%
Volatility 1Y:   143.05%
Volatility 3Y:   -