BNP Paribas Call 200 NSC 20.12.2024
/ DE000PN35Q98
BNP Paribas Call 200 NSC 20.12.20.../ DE000PN35Q98 /
| 2024-04-26 9:58:48 AM |
Chg.+0.54 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.77EUR |
+12.77% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
200.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN35Q9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
2.52 |
| Time value: |
2.21 |
| Break-even: |
247.30 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
1.07% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
3.42 |
| Rho: |
0.74 |
Quote data
| Open: |
4.77 |
| High: |
4.77 |
| Low: |
4.77 |
| Previous Close: |
4.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.36% |
| 1 Month |
|
|
-10.51% |
| 3 Months |
|
|
+10.67% |
| YTD |
|
|
+4.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.06 |
4.23 |
| 1M High / 1M Low: |
5.70 |
4.23 |
| 6M High / 6M Low: |
6.56 |
1.82 |
| High (YTD): |
2024-03-14 |
6.56 |
| Low (YTD): |
2024-01-11 |
3.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.40% |
| Volatility 6M: |
|
84.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
