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BNP Paribas Call 250 NSC 21.06.20.../  DE000PN35Q80  /

EUWAX
2024-05-17  8:27:03 AM Chg.+0.020 Bid8:18:46 PM Ask8:18:46 PM Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.110
Bid Size: 10,000		 0.150
Ask Size: 10,000		 Norfolk Southern Cor... 250.00 USD 2024-06-21 Call
 

Master data

WKN: PN35Q8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 112.62
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -1.61
Time value: 0.19
Break-even: 231.94
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.32
Spread abs.: 0.04
Spread %: 26.67%
Delta: 0.21
Theta: -0.07
Omega: 23.16
Rho: 0.04
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -83.53%
3 Months
  -92.13%
YTD
  -87.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.850 0.120
6M High / 6M Low: 2.100 0.120
High (YTD): 2024-03-14 2.100
Low (YTD): 2024-05-16 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   1.063
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   472.63%
Volatility 6M:   277.94%
Volatility 1Y:   -
Volatility 3Y:   -