BNP Paribas Call 240 NSC 21.06.20.../  DE000PN35Q72  /

EUWAX
13/06/2024  10:15:55 Chg.0.000 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
Norfolk Southern Cor... 240.00 USD 21/06/2024 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: 21/06/2024
Issue date: 01/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 227.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -1.47
Time value: 0.09
Break-even: 222.87
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 26.33
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.14
Theta: -0.18
Omega: 32.57
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -96.00%
1 Month
  -99.70%
3 Months
  -99.96%
YTD
  -99.93%
1 Year
  -99.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.001
1M High / 1M Low: 0.380 0.001
6M High / 6M Low: 2.770 0.001
High (YTD): 14/03/2024 2.770
Low (YTD): 12/06/2024 0.001
52W High: 14/03/2024 2.770
52W Low: 12/06/2024 0.001
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   1.386
Avg. volume 6M:   0.000
Avg. price 1Y:   1.190
Avg. volume 1Y:   0.000
Volatility 1M:   953.59%
Volatility 6M:   445.75%
Volatility 1Y:   338.23%
Volatility 3Y:   -