BNP Paribas Call 210 NSC 21.06.2024
/ DE000PN35Q49
BNP Paribas Call 210 NSC 21.06.20.../ DE000PN35Q49 /
| 5/21/2024 8:26:39 AM |
Chg.-0.23 |
Bid10:05:11 AM |
Ask10:05:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-10.65% |
1.93
Bid Size: 2,100 |
1.98
Ask Size: 2,100 |
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: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
1.87 |
| Time value: |
0.20 |
| Break-even: |
214.06 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
1.97% |
| Delta: |
0.87 |
| Theta: |
-0.08 |
| Omega: |
8.86 |
| Rho: |
0.14 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.45% |
| 1 Month |
|
|
-36.72% |
| 3 Months |
|
|
-59.45% |
| YTD |
|
|
-40.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.16 |
| 1M High / 1M Low: |
3.44 |
1.89 |
| 6M High / 6M Low: |
5.14 |
1.73 |
| High (YTD): |
3/14/2024 |
5.14 |
| Low (YTD): |
5/10/2024 |
1.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.62% |
| Volatility 6M: |
|
136.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
