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BNP Paribas Call 220 NSC 21.06.20.../  DE000PN35Q56  /

Frankfurt Zert./BNP
2024-05-17  8:50:34 PM Chg.-0.070 Bid9:09:22 PM Ask9:09:22 PM Underlying Strike price Expiration date Option type
1.330EUR -5.00% 1.360
Bid Size: 2,206		 1.400
Ask Size: 2,200		 Norfolk Southern Cor... 220.00 - 2024-06-21 Call
 

Master data

WKN: PN35Q5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-06-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.36
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.21
Parity: -0.60
Time value: 1.49
Break-even: 234.90
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 1.65
Spread abs.: 0.04
Spread %: 2.76%
Delta: 0.49
Theta: -0.26
Omega: 7.07
Rho: 0.09
 

Quote data

Open: 1.360
High: 1.520
Low: 1.330
Previous Close: 1.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.53%
1 Month
  -43.40%
3 Months
  -63.36%
YTD
  -48.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.310
1M High / 1M Low: 2.670 1.060
6M High / 6M Low: 4.270 1.060
High (YTD): 2024-03-13 4.270
Low (YTD): 2024-05-09 1.060
52W High: - -
52W Low: - -
Avg. price 1W:   1.344
Avg. volume 1W:   0.000
Avg. price 1M:   1.830
Avg. volume 1M:   0.000
Avg. price 6M:   2.663
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.15%
Volatility 6M:   175.36%
Volatility 1Y:   -
Volatility 3Y:   -