BNP Paribas Call 300 NSC 20.12.2024
/ DE000PC5FPK3
BNP Paribas Call 300 NSC 20.12.20.../ DE000PC5FPK3 /
| 2024-04-26 9:59:16 AM |
Chg.+0.130 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+37.14% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
300.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5FPK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-5.53 |
| Time value: |
0.52 |
| Break-even: |
285.75 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
9.12 |
| Rho: |
0.27 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.350 |
| 1M High / 1M Low: |
0.780 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.637 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
