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

EUWAX
6/13/2024  10:15:57 AM Chg.-0.030 Bid6/13/2024 Ask6/13/2024 Underlying Strike price Expiration date Option type
0.530EUR -5.36% 0.530
Bid Size: 5,661		 0.580
Ask Size: 5,173		 Norfolk Southern Cor... 260.00 USD 12/20/2024 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: 12/20/2024
Issue date: 6/1/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.13
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -3.32
Time value: 0.59
Break-even: 246.35
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.27
Theta: -0.04
Omega: 9.59
Rho: 0.26
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.36%
1 Month
  -37.65%
3 Months
  -79.13%
YTD
  -65.58%
1 Year
  -60.74%
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): 3/14/2024 2.640
Low (YTD): 5/30/2024 0.450
52W High: 3/14/2024 2.640
52W Low: 5/30/2024 0.450
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   1.569
Avg. volume 6M:   0.000
Avg. price 1Y:   1.297
Avg. volume 1Y:   0.000
Volatility 1M:   251.63%
Volatility 6M:   180.27%
Volatility 1Y:   158.39%
Volatility 3Y:   -