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BNP Paribas Call 260 NSC 21.06.20.../  DE000PN5BE04  /

Frankfurt Zert./BNP
17/05/2024  19:20:53 Chg.-0.013 Bid19:28:53 Ask19:28:53 Underlying Strike price Expiration date Option type
0.039EUR -25.00% 0.039
Bid Size: 10,000		 0.079
Ask Size: 10,000		 Norfolk Southern Cor... 260.00 USD 21/06/2024 Call
 

Master data

WKN: PN5BE0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 21/06/2024
Issue date: 27/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 222.90
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -2.53
Time value: 0.10
Break-even: 240.20
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 2.34
Spread abs.: 0.04
Spread %: 71.43%
Delta: 0.11
Theta: -0.05
Omega: 24.95
Rho: 0.02
 

Quote data

Open: 0.047
High: 0.057
Low: 0.039
Previous Close: 0.052
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -90.71%
3 Months
  -96.69%
YTD
  -94.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.041
1M High / 1M Low: 0.470 0.039
6M High / 6M Low: 1.490 0.039
High (YTD): 13/03/2024 1.490
Low (YTD): 09/05/2024 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.714
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   493.45%
Volatility 6M:   349.04%
Volatility 1Y:   -
Volatility 3Y:   -