BNP Paribas Call 280 NSC 20.12.2024
/ DE000PN5BE12
BNP Paribas Call 280 NSC 20.12.20.../ DE000PN5BE12 /
| 2024-05-08 9:50:29 PM |
Chg.+0.020 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
0.590
Bid Size: 5,085 |
0.630
Ask Size: 4,762 |
Norfolk Southern Cor... |
280.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN5BE1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-4.44 |
| Time value: |
0.62 |
| Break-even: |
266.67 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
6.90% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
8.79 |
| Rho: |
0.30 |
Quote data
| Open: |
0.590 |
| High: |
0.620 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.94% |
| 1 Month |
|
|
-55.38% |
| 3 Months |
|
|
-62.58% |
| YTD |
|
|
-39.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.540 |
| 1M High / 1M Low: |
1.300 |
0.540 |
| 6M High / 6M Low: |
1.720 |
0.280 |
| High (YTD): |
2024-03-13 |
1.720 |
| Low (YTD): |
2024-05-06 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.09% |
| Volatility 6M: |
|
196.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
