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

EUWAX
6/14/2024  10:16:08 AM Chg.-0.130 Bid6/14/2024 Ask6/14/2024 Underlying Strike price Expiration date Option type
0.370EUR -26.00% 0.370
Bid Size: 8,109		 0.420
Ask Size: 7,143		 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: 48.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.21
Parity: -1.34
Time value: 0.43
Break-even: 224.30
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 71.65
Spread abs.: 0.04
Spread %: 10.26%
Delta: 0.31
Theta: -0.59
Omega: 14.81
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.61%
1 Month
  -74.48%
3 Months
  -91.42%
YTD
  -85.71%
1 Year
  -86.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.500
1M High / 1M Low: 1.570 0.390
6M High / 6M Low: 4.310 0.390
High (YTD): 3/14/2024 4.310
Low (YTD): 5/30/2024 0.390
52W High: 3/14/2024 4.310
52W Low: 5/30/2024 0.390
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   2.547
Avg. volume 6M:   0.000
Avg. price 1Y:   2.119
Avg. volume 1Y:   0.000
Volatility 1M:   460.68%
Volatility 6M:   237.33%
Volatility 1Y:   196.22%
Volatility 3Y:   -