BNP Paribas Call 240 NSC 20.12.2024
/ DE000PN35RB4
BNP Paribas Call 240 NSC 20.12.20.../ DE000PN35RB4 /
| 5/17/2024 8:27:03 AM |
Chg.+0.07 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
+4.52% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
240.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
6/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-0.78 |
| Time value: |
1.58 |
| Break-even: |
236.62 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
2.60% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
6.92 |
| Rho: |
0.55 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.28% |
| 1 Month |
|
|
-27.68% |
| 3 Months |
|
|
-49.53% |
| YTD |
|
|
-30.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.51 |
| 1M High / 1M Low: |
2.49 |
1.43 |
| 6M High / 6M Low: |
3.75 |
1.24 |
| High (YTD): |
3/14/2024 |
3.75 |
| Low (YTD): |
5/10/2024 |
1.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.67% |
| Volatility 6M: |
|
134.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
