BNP Paribas Call 240 NSC 21.06.2024
/ DE000PN35Q72
BNP Paribas Call 240 NSC 21.06.20.../ DE000PN35Q72 /
| 5/16/2024 9:50:32 PM |
Chg.+0.020 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
0.360
Bid Size: 8,334 |
0.400
Ask Size: 7,500 |
Norfolk Southern Cor... |
240.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PN35Q7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
57.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.79 |
| Time value: |
0.37 |
| Break-even: |
224.12 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.04 |
| Spread %: |
12.12% |
| Delta: |
0.35 |
| Theta: |
-0.09 |
| Omega: |
20.06 |
| Rho: |
0.07 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.270 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.00% |
| 1 Month |
|
|
-74.24% |
| 3 Months |
|
|
-84.82% |
| YTD |
|
|
-77.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.250 |
| 1M High / 1M Low: |
1.320 |
0.250 |
| 6M High / 6M Low: |
2.730 |
0.250 |
| High (YTD): |
3/13/2024 |
2.730 |
| Low (YTD): |
5/9/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.06% |
| Volatility 6M: |
|
256.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
