BNP Paribas Call 220 NSC 21.06.2024
/ DE000PN35Q56
BNP Paribas Call 220 NSC 21.06.20.../ DE000PN35Q56 /
| 2024-05-17 8:27:03 AM |
Chg.+0.10 |
Bid5:18:08 PM |
Ask5:18:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+7.25% |
1.40
Bid Size: 2,200 |
1.44
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: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.50% |
| 1 Month |
|
|
-43.30% |
| 3 Months |
|
|
-60.95% |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.17 |
| 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: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.58% |
| Volatility 6M: |
|
162.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
