BNP Paribas Call 240 NSC 20.12.2024
/ DE000PN35RB4
BNP Paribas Call 240 NSC 20.12.20.../ DE000PN35RB4 /
| 2024-05-09 10:15:27 AM |
Chg.+0.10 |
Bid11:13:36 AM |
Ask11:13:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
+5.88% |
1.72
Bid Size: 1,745 |
1.77
Ask Size: 1,695 |
Norfolk Southern Cor... |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN35RB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.73 |
| Time value: |
1.81 |
| Break-even: |
241.42 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
2.26% |
| Delta: |
0.53 |
| Theta: |
-0.05 |
| Omega: |
6.29 |
| Rho: |
0.59 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
-45.78% |
| YTD |
|
|
-23.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.64 |
| 1M High / 1M Low: |
3.03 |
1.64 |
| 6M High / 6M Low: |
3.75 |
0.79 |
| High (YTD): |
2024-03-14 |
3.75 |
| Low (YTD): |
2024-05-02 |
1.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.68% |
| Volatility 6M: |
|
133.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
