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BNP Paribas Call 240 NSC 17.01.20.../  DE000PN35RG3  /

EUWAX
2024-06-13  10:15:57 AM Chg.-0.07 Bid7:24:45 PM Ask7:24:45 PM Underlying Strike price Expiration date Option type
1.18EUR -5.60% 1.13
Bid Size: 3,000		 1.17
Ask Size: 3,000		 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: 16.58
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -1.47
Time value: 1.25
Break-even: 234.46
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 3.31%
Delta: 0.45
Theta: -0.05
Omega: 7.42
Rho: 0.48
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month
  -28.92%
3 Months
  -68.87%
YTD
  -51.84%
1 Year
  -43.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.19
1M High / 1M Low: 1.83 1.03
6M High / 6M Low: 3.91 1.03
High (YTD): 2024-03-14 3.91
Low (YTD): 2024-05-30 1.03
52W High: 2024-03-14 3.91
52W Low: 2023-10-27 0.81
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   2.55
Avg. volume 6M:   0.00
Avg. price 1Y:   2.10
Avg. volume 1Y:   0.00
Volatility 1M:   198.81%
Volatility 6M:   141.25%
Volatility 1Y:   128.15%
Volatility 3Y:   -