BNP Paribas Call 200 NSC 21.06.2024
/ DE000PN35Q31
BNP Paribas Call 200 NSC 21.06.20.../ DE000PN35Q31 /
| 2024-04-29 10:19:53 AM |
Chg.-0.02 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
-0.51% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN35Q3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
3.73 |
| Time value: |
0.12 |
| Break-even: |
225.29 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
5.71 |
| Rho: |
0.26 |
Quote data
| Open: |
3.94 |
| High: |
3.94 |
| Low: |
3.94 |
| Previous Close: |
3.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.51% |
| 1 Month |
|
|
-21.51% |
| 3 Months |
|
|
+0.25% |
| YTD |
|
|
-0.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.31 |
3.38 |
| 1M High / 1M Low: |
5.04 |
3.38 |
| 6M High / 6M Low: |
6.00 |
1.34 |
| High (YTD): |
2024-03-14 |
6.00 |
| Low (YTD): |
2024-01-17 |
3.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.30% |
| Volatility 6M: |
|
105.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
