BNP Paribas Call 240 NSC 17.01.2025
/ DE000PN35RG3
BNP Paribas Call 240 NSC 17.01.20.../ DE000PN35RG3 /
| 2024-05-08 9:50:26 PM |
Chg.+0.060 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.930EUR |
+3.21% |
1.940
Bid Size: 1,547 |
1.980
Ask Size: 1,516 |
Norfolk Southern Cor... |
240.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN35RG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.71 |
| Time value: |
1.96 |
| Break-even: |
242.86 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
2.08% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
5.92 |
| Rho: |
0.67 |
Quote data
| Open: |
1.950 |
| High: |
1.970 |
| Low: |
1.860 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.21% |
| 1 Month |
|
|
-39.88% |
| 3 Months |
|
|
-45.17% |
| YTD |
|
|
-20.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.780 |
| 1M High / 1M Low: |
3.210 |
1.780 |
| 6M High / 6M Low: |
3.870 |
0.860 |
| High (YTD): |
2024-03-13 |
3.870 |
| Low (YTD): |
2024-05-06 |
1.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.52% |
| Volatility 6M: |
|
135.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
