BNP Paribas Call 230 NSC 21.06.2024
/ DE000PN35Q64
BNP Paribas Call 230 NSC 21.06.20.../ DE000PN35Q64 /
| 5/20/2024 9:50:22 PM |
Chg.-0.070 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
230.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PN35Q6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
6/1/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.14 |
| Time value: |
0.62 |
| Break-even: |
219.14 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
5.56% |
| Delta: |
0.57 |
| Theta: |
-0.11 |
| Omega: |
15.84 |
| Rho: |
0.10 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.630 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-63.58% |
| 3 Months |
|
|
-80.50% |
| YTD |
|
|
-68.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.630 |
| 1M High / 1M Low: |
1.930 |
0.550 |
| 6M High / 6M Low: |
3.470 |
0.550 |
| High (YTD): |
3/13/2024 |
3.470 |
| Low (YTD): |
5/9/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.023 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.79% |
| Volatility 6M: |
|
214.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
