BNP Paribas Call 260 NSC 20.12.2024
/ DE000PN35RD0
BNP Paribas Call 260 NSC 20.12.20.../ DE000PN35RD0 /
| 2024-04-26 9:58:49 AM |
Chg.+0.29 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+25.44% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN35RD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
15.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-1.79 |
| Time value: |
1.45 |
| Break-even: |
257.65 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
2.84% |
| Delta: |
0.45 |
| Theta: |
-0.05 |
| Omega: |
6.96 |
| Rho: |
0.56 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.42% |
| 1 Month |
|
|
-20.56% |
| 3 Months |
|
|
+10.85% |
| YTD |
|
|
-7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.14 |
| 1M High / 1M Low: |
2.03 |
1.14 |
| 6M High / 6M Low: |
2.64 |
0.47 |
| High (YTD): |
2024-03-14 |
2.64 |
| Low (YTD): |
2024-01-17 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.39% |
| Volatility 6M: |
|
147.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
