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

EUWAX
2024-11-19  1:58:18 PM Chg.+0.05 Bid9:12:46 PM Ask9:12:46 PM Underlying Strike price Expiration date Option type
5.99EUR +0.84% 5.83
Bid Size: 9,800		 -
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: 6.18
High: 6.18
Low: 5.99
Previous Close: 5.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.19%
1 Month  
+27.45%
3 Months  
+42.62%
YTD  
+27.99%
1 Year  
+99.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.90 5.94
1M High / 1M Low: 7.38 4.45
6M High / 6M Low: 7.38 2.28
High (YTD): 2024-11-07 7.38
Low (YTD): 2024-06-28 2.28
52W High: 2024-11-07 7.38
52W Low: 2024-06-28 2.28
Avg. price 1W:   6.44
Avg. volume 1W:   0.00
Avg. price 1M:   5.66
Avg. volume 1M:   0.00
Avg. price 6M:   4.29
Avg. volume 6M:   0.00
Avg. price 1Y:   4.62
Avg. volume 1Y:   0.00
Volatility 1M:   191.00%
Volatility 6M:   147.74%
Volatility 1Y:   120.86%
Volatility 3Y:   -