BNP Paribas Call 240 NSC 20.12.2024
/ DE000PN35RB4
BNP Paribas Call 240 NSC 20.12.20.../ DE000PN35RB4 /
| 2024-04-26 9:50:27 PM |
Chg.-0.040 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
-1.79% |
2.230
Bid Size: 1,400 |
2.270
Ask Size: 1,400 |
Norfolk Southern Cor... |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN35RB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.08 |
| Time value: |
2.19 |
| Break-even: |
247.14 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.79% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
5.90 |
| Rho: |
0.72 |
Quote data
| Open: |
2.280 |
| High: |
2.320 |
| Low: |
2.170 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.98% |
| 1 Month |
|
|
-24.91% |
| 3 Months |
|
|
+5.26% |
| YTD |
|
|
-5.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
1.990 |
| 1M High / 1M Low: |
3.100 |
1.990 |
| 6M High / 6M Low: |
3.720 |
0.730 |
| High (YTD): |
2024-03-13 |
3.720 |
| Low (YTD): |
2024-01-17 |
1.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.642 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.65% |
| Volatility 6M: |
|
134.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
