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BNP Paribas Call 200 NSC 17.01.20.../  DE000PN35RE8  /

Frankfurt Zert./BNP
2024-11-19  9:20:49 PM Chg.-0.300 Bid9:48:26 PM Ask- Underlying Strike price Expiration date Option type
5.830EUR -4.89% 5.800
Bid Size: 4,900		 -
Ask Size: -		 Norfolk Southern Cor... 200.00 - 2025-01-17 Call
 

Master data

WKN: PN35RE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 4.86
Intrinsic value: 4.75
Implied volatility: 0.87
Historic volatility: 0.25
Parity: 4.75
Time value: 1.35
Break-even: 261.00
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.22
Omega: 3.20
Rho: 0.22
 

Quote data

Open: 6.070
High: 6.130
Low: 5.700
Previous Close: 6.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.72%
1 Month  
+17.30%
3 Months  
+35.27%
YTD  
+25.11%
1 Year  
+94.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.820 5.940
1M High / 1M Low: 7.320 4.690
6M High / 6M Low: 7.320 2.250
High (YTD): 2024-11-06 7.320
Low (YTD): 2024-06-27 2.250
52W High: 2024-11-06 7.320
52W Low: 2024-06-27 2.250
Avg. price 1W:   6.348
Avg. volume 1W:   0.000
Avg. price 1M:   5.741
Avg. volume 1M:   0.000
Avg. price 6M:   4.308
Avg. volume 6M:   33.738
Avg. price 1Y:   4.617
Avg. volume 1Y:   17.268
Volatility 1M:   200.90%
Volatility 6M:   139.70%
Volatility 1Y:   117.82%
Volatility 3Y:   -