BNP Paribas Call 220 NSC 21.06.2024
/ DE000PN35Q56
BNP Paribas Call 220 NSC 21.06.20.../ DE000PN35Q56 /
| 2024-05-21 8:26:41 AM |
Chg.-0.21 |
Bid10:05:02 AM |
Ask10:05:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-15.44% |
1.15
Bid Size: 2,609 |
1.20
Ask Size: 2,500 |
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: |
16.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.21 |
| Parity: |
-0.79 |
| Time value: |
1.29 |
| Break-even: |
232.90 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
2.01 |
| Spread abs.: |
0.04 |
| Spread %: |
3.20% |
| Delta: |
0.47 |
| Theta: |
-0.27 |
| Omega: |
7.68 |
| Rho: |
0.07 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-49.78% |
| 3 Months |
|
|
-70.96% |
| YTD |
|
|
-55.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.36 |
| 1M High / 1M Low: |
2.63 |
1.17 |
| 6M High / 6M Low: |
4.31 |
1.17 |
| High (YTD): |
2024-03-14 |
4.31 |
| Low (YTD): |
2024-05-10 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.67% |
| Volatility 6M: |
|
162.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
