BNP Paribas Call 260 NSC 21.06.2024
/ DE000PN5BE04
BNP Paribas Call 260 NSC 21.06.20.../ DE000PN5BE04 /
| 2024-04-30 9:20:51 AM |
Chg.+0.010 |
Bid2024-04-30 |
Ask2024-04-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+3.57% |
0.290
Bid Size: 10,000 |
0.360
Ask Size: 8,334 |
Norfolk Southern Cor... |
260.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN5BE0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
70.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-1.87 |
| Time value: |
0.32 |
| Break-even: |
246.03 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.04 |
| Spread %: |
14.29% |
| Delta: |
0.25 |
| Theta: |
-0.07 |
| Omega: |
17.34 |
| Rho: |
0.08 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.96% |
| 1 Month |
|
|
-68.82% |
| 3 Months |
|
|
-51.67% |
| YTD |
|
|
-61.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.220 |
| 1M High / 1M Low: |
0.880 |
0.220 |
| 6M High / 6M Low: |
1.490 |
0.110 |
| High (YTD): |
2024-03-13 |
1.490 |
| Low (YTD): |
2024-04-24 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.77% |
| Volatility 6M: |
|
310.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
