OverviewChartNewsTraderScreen

BNP Paribas Call 260 NSC 17.01.20.../  DE000PN35RJ7  /

EUWAX
2024-06-13  10:15:57 AM Chg.-0.040 Bid7:53:54 PM Ask7:53:54 PM Underlying Strike price Expiration date Option type
0.640EUR -5.88% 0.600
Bid Size: 5,000		 0.640
Ask Size: 4,688		 Norfolk Southern Cor... 260.00 - 2025-01-17 Call
 

Master data

WKN: PN35RJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.04
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -5.27
Time value: 0.69
Break-even: 266.90
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 6.15%
Delta: 0.25
Theta: -0.04
Omega: 7.46
Rho: 0.27
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.48%
1 Month
  -34.69%
3 Months
  -76.30%
YTD
  -61.21%
1 Year
  -54.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.640
1M High / 1M Low: 1.080 0.550
6M High / 6M Low: 2.790 0.550
High (YTD): 2024-03-14 2.790
Low (YTD): 2024-05-30 0.550
52W High: 2024-03-14 2.790
52W Low: 2023-11-09 0.510
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   1.700
Avg. volume 6M:   0.000
Avg. price 1Y:   1.400
Avg. volume 1Y:   0.000
Volatility 1M:   232.67%
Volatility 6M:   169.14%
Volatility 1Y:   150.31%
Volatility 3Y:   -