OverviewChartNewsTraderScreen

BNP Paribas Call 230 NSC 21.06.20.../  DE000PN35Q64  /

EUWAX
2024-05-21  8:26:41 AM Chg.-0.160 Bid10:05:02 AM Ask10:05:02 AM Underlying Strike price Expiration date Option type
0.560EUR -22.22% 0.560
Bid Size: 5,358		 0.610
Ask Size: 4,919		 Norfolk Southern Cor... 230.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-06-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.65
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.03
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.03
Time value: 0.64
Break-even: 218.48
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 6.35%
Delta: 0.54
Theta: -0.11
Omega: 17.09
Rho: 0.09
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.86%
1 Month
  -65.43%
3 Months
  -82.50%
YTD
  -72.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.720
1M High / 1M Low: 1.890 0.620
6M High / 6M Low: 3.510 0.620
High (YTD): 2024-03-14 3.510
Low (YTD): 2024-05-10 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   1.140
Avg. volume 1M:   0.000
Avg. price 6M:   2.045
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   336.82%
Volatility 6M:   197.88%
Volatility 1Y:   -
Volatility 3Y:   -