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

Frankfurt Zert./BNP
6/7/2024  11:21:15 AM Chg.+0.020 Bid6/7/2024 Ask6/7/2024 Underlying Strike price Expiration date Option type
0.710EUR +2.90% 0.710
Bid Size: 4,226		 0.760
Ask Size: 3,948		 Norfolk Southern Cor... 220.00 - 6/21/2024 Call
 

Master data

WKN: PN35Q5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 6/21/2024
Issue date: 6/1/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.21
Parity: -1.37
Time value: 0.73
Break-even: 227.30
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 11.52
Spread abs.: 0.04
Spread %: 5.80%
Delta: 0.37
Theta: -0.43
Omega: 10.40
Rho: 0.03
 

Quote data

Open: 0.720
High: 0.720
Low: 0.710
Previous Close: 0.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -54.49%
3 Months
  -80.91%
YTD
  -72.37%
1 Year
  -70.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.560
1M High / 1M Low: 1.620 0.520
6M High / 6M Low: 4.270 0.520
High (YTD): 3/13/2024 4.270
Low (YTD): 5/29/2024 0.520
52W High: 3/13/2024 4.270
52W Low: 5/29/2024 0.520
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   1.028
Avg. volume 1M:   0.000
Avg. price 6M:   2.565
Avg. volume 6M:   0.000
Avg. price 1Y:   2.136
Avg. volume 1Y:   0.000
Volatility 1M:   332.15%
Volatility 6M:   204.44%
Volatility 1Y:   174.23%
Volatility 3Y:   -