BNP Paribas Call 180 NSC 20.12.2024
/ DE000PN8ZKY4
BNP Paribas Call 180 NSC 20.12.20.../ DE000PN8ZKY4 /
| 2024-04-26 10:06:53 AM |
Chg.+0.59 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.30EUR |
+10.33% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
180.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8ZKY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.14 |
| Intrinsic value: |
5.69 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
5.69 |
| Time value: |
0.56 |
| Break-even: |
230.83 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
0.81% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
3.38 |
| Rho: |
0.97 |
Quote data
| Open: |
6.30 |
| High: |
6.30 |
| Low: |
6.30 |
| Previous Close: |
5.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.11% |
| 1 Month |
|
|
-7.89% |
| 3 Months |
|
|
+8.81% |
| YTD |
|
|
+5.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.61 |
5.71 |
| 1M High / 1M Low: |
7.28 |
5.71 |
| 6M High / 6M Low: |
8.19 |
2.71 |
| High (YTD): |
2024-03-14 |
8.19 |
| Low (YTD): |
2024-01-17 |
5.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.23% |
| Volatility 6M: |
|
70.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
