BNP Paribas Call 260 NSC 21.06.2024
/ DE000PN5BE04
BNP Paribas Call 260 NSC 21.06.20.../ DE000PN5BE04 /
| 2024-05-20 8:23:38 AM |
Chg.-0.013 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-24.53% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
260.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
256.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-2.62 |
| Time value: |
0.08 |
| Break-even: |
239.97 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
2.92 |
| Spread abs.: |
0.04 |
| Spread %: |
93.02% |
| Delta: |
0.10 |
| Theta: |
-0.05 |
| Omega: |
25.66 |
| Rho: |
0.02 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
-89.74% |
| 3 Months |
|
|
-96.55% |
| YTD |
|
|
-94.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.039 |
| 1M High / 1M Low: |
0.440 |
0.039 |
| 6M High / 6M Low: |
1.550 |
0.039 |
| High (YTD): |
2024-03-14 |
1.550 |
| Low (YTD): |
2024-05-16 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.722 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
583.04% |
| Volatility 6M: |
|
323.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
