BNP Paribas Call 260 NSC 20.12.2024
/ DE000PN35RD0
BNP Paribas Call 260 NSC 20.12.20.../ DE000PN35RD0 /
| 2024-05-09 11:21:06 AM |
Chg.-0.060 |
Bid2024-05-09 |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-5.71% |
0.990
Bid Size: 3,031 |
1.040
Ask Size: 2,885 |
Norfolk Southern Cor... |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN35RD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-2.59 |
| Time value: |
1.09 |
| Break-even: |
252.83 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
3.81% |
| Delta: |
0.38 |
| Theta: |
-0.05 |
| Omega: |
7.51 |
| Rho: |
0.44 |
Quote data
| Open: |
1.040 |
| High: |
1.060 |
| Low: |
0.990 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.10% |
| 1 Month |
|
|
-51.71% |
| 3 Months |
|
|
-57.87% |
| YTD |
|
|
-35.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.960 |
| 1M High / 1M Low: |
2.050 |
0.960 |
| 6M High / 6M Low: |
2.600 |
0.470 |
| High (YTD): |
2024-03-13 |
2.600 |
| Low (YTD): |
2024-05-06 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.43% |
| Volatility 6M: |
|
169.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
