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

Frankfurt Zert./BNP
31/05/2024  21:50:43 Chg.+0.220 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
1.420EUR +18.33% 1.510
Bid Size: 1,987		 1.550
Ask Size: 1,936		 Norfolk Southern Cor... 210.00 USD 21/06/2024 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: 21/06/2024
Issue date: 01/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.37
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.36
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 1.36
Time value: 0.19
Break-even: 209.08
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 2.65%
Delta: 0.83
Theta: -0.11
Omega: 11.12
Rho: 0.09
 

Quote data

Open: 1.170
High: 1.420
Low: 1.120
Previous Close: 1.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.97%
1 Month
  -35.75%
3 Months
  -69.85%
YTD
  -55.90%
1 Year
  -46.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.880 1.130
1M High / 1M Low: 2.630 1.130
6M High / 6M Low: 5.100 1.130
High (YTD): 13/03/2024 5.100
Low (YTD): 29/05/2024 1.130
52W High: 13/03/2024 5.100
52W Low: 27/10/2023 0.870
Avg. price 1W:   1.398
Avg. volume 1W:   0.000
Avg. price 1M:   1.929
Avg. volume 1M:   0.000
Avg. price 6M:   3.347
Avg. volume 6M:   0.000
Avg. price 1Y:   2.753
Avg. volume 1Y:   0.000
Volatility 1M:   248.31%
Volatility 6M:   159.74%
Volatility 1Y:   142.99%
Volatility 3Y:   -