BNP Paribas Call 250 NSC 20.09.2024
/ DE000PC389W1
BNP Paribas Call 250 NSC 20.09.20.../ DE000PC389W1 /
12/06/2024 10:19:17 |
Chg.-0.010 |
Bid21:32:58 |
Ask21:32:58 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-2.70% |
0.340 Bid Size: 8,824 |
0.380 Ask Size: 7,895 |
Norfolk Southern Cor... |
250.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC389W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Norfolk Southern Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
51.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-2.33 |
Time value: |
0.41 |
Break-even: |
236.88 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.04 |
Spread %: |
10.81% |
Delta: |
0.26 |
Theta: |
-0.05 |
Omega: |
13.22 |
Rho: |
0.14 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.86% |
1 Month |
|
|
-40.98% |
3 Months |
|
|
-85.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.340 |
1M High / 1M Low: |
0.750 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.491 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
357.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |