BNP Paribas Call 250 NSC 21.06.2024
/ DE000PN35Q80
BNP Paribas Call 250 NSC 21.06.20.../ DE000PN35Q80 /
2024-05-20 8:28:22 AM |
Chg.-0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-21.43% |
- Bid Size: - |
- Ask Size: - |
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: |
133.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-1.70 |
Time value: |
0.16 |
Break-even: |
231.54 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
1.61 |
Spread abs.: |
0.04 |
Spread %: |
33.33% |
Delta: |
0.18 |
Theta: |
-0.07 |
Omega: |
24.36 |
Rho: |
0.03 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.25% |
1 Month |
|
|
-83.58% |
3 Months |
|
|
-94.21% |
YTD |
|
|
-90.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.110 |
1M High / 1M Low: |
0.770 |
0.110 |
6M High / 6M Low: |
2.100 |
0.110 |
High (YTD): |
2024-03-14 |
2.100 |
Low (YTD): |
2024-05-20 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.058 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
490.47% |
Volatility 6M: |
|
280.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |