BNP Paribas Call 230 NSC 21.06.2024
/ DE000PN35Q64
BNP Paribas Call 230 NSC 21.06.20.../ DE000PN35Q64 /
| 5/17/2024 8:27:03 AM |
Chg.+0.070 |
Bid2:37:36 PM |
Ask2:37:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+9.46% |
0.820
Bid Size: 3,659 |
0.870
Ask Size: 3,449 |
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: |
25.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.23 |
| Time value: |
0.61 |
| Break-even: |
220.03 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.59 |
| Theta: |
-0.11 |
| Omega: |
15.00 |
| Rho: |
0.11 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.65% |
| 1 Month |
|
|
-57.59% |
| 3 Months |
|
|
-73.44% |
| YTD |
|
|
-59.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.620 |
| 1M High / 1M Low: |
1.910 |
0.620 |
| 6M High / 6M Low: |
3.510 |
0.620 |
| High (YTD): |
3/14/2024 |
3.510 |
| Low (YTD): |
5/10/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.12% |
| Volatility 6M: |
|
197.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
