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

EUWAX
6/13/2024  10:15:41 AM Chg.0.000 Bid3:50:27 PM Ask3:50:27 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 100,000
0.091
Ask Size: 100,000
Norfolk Southern Cor... 260.00 USD 6/21/2024 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: 6/21/2024
Issue date: 6/27/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 227.78
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.21
Parity: -3.32
Time value: 0.09
Break-even: 241.36
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.09
Theta: -0.23
Omega: 20.97
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -97.87%
3 Months
  -99.92%
YTD
  -99.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.056 0.001
6M High / 6M Low: 1.550 0.001
High (YTD): 3/14/2024 1.550
Low (YTD): 6/12/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.662
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,422.42%
Volatility 6M:   649.76%
Volatility 1Y:   -
Volatility 3Y:   -