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

EUWAX
6/7/2024  10:13:47 AM Chg.+0.050 Bid10:23:16 AM Ask10:23:16 AM Underlying Strike price Expiration date Option type
0.220EUR +29.41% 0.210
Bid Size: 10,000		 0.260
Ask Size: 10,000		 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: 79.35
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -0.49
Time value: 0.26
Break-even: 213.77
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.53
Spread abs.: 0.04
Spread %: 18.18%
Delta: 0.35
Theta: -0.16
Omega: 28.05
Rho: 0.03
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -76.60%
3 Months
  -92.33%
YTD
  -89.05%
1 Year
  -87.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.170
1M High / 1M Low: 1.020 0.120
6M High / 6M Low: 3.510 0.120
High (YTD): 3/14/2024 3.510
Low (YTD): 5/30/2024 0.120
52W High: 3/14/2024 3.510
52W Low: 5/30/2024 0.120
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   1.951
Avg. volume 6M:   0.000
Avg. price 1Y:   1.637
Avg. volume 1Y:   0.000
Volatility 1M:   634.72%
Volatility 6M:   310.68%
Volatility 1Y:   245.79%
Volatility 3Y:   -