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BNP Paribas Call 260 NSC 20.12.20.../  DE000PN35RD0  /

EUWAX
12/06/2024  10:19:58 Chg.-0.020 Bid19:26:51 Ask19:26:51 Underlying Strike price Expiration date Option type
0.560EUR -3.45% 0.560
Bid Size: 5,358		 0.600
Ask Size: 5,000		 Norfolk Southern Cor... 260.00 USD 20/12/2024 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: 20/12/2024
Issue date: 01/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.78
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -3.27
Time value: 0.62
Break-even: 248.29
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 6.90%
Delta: 0.28
Theta: -0.04
Omega: 9.48
Rho: 0.28
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -30.00%
3 Months
  -76.86%
YTD
  -63.64%
1 Year
  -54.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.540
1M High / 1M Low: 0.940 0.450
6M High / 6M Low: 2.640 0.450
High (YTD): 14/03/2024 2.640
Low (YTD): 30/05/2024 0.450
52W High: 14/03/2024 2.640
52W Low: 30/05/2024 0.450
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.698
Avg. volume 1M:   0.000
Avg. price 6M:   1.572
Avg. volume 6M:   0.000
Avg. price 1Y:   1.300
Avg. volume 1Y:   0.000
Volatility 1M:   257.66%
Volatility 6M:   180.72%
Volatility 1Y:   158.58%
Volatility 3Y:   -