BNP Paribas Call 200 NSC 20.06.2025
/ DE000PC9WRP5
BNP Paribas Call 200 NSC 20.06.20.../ DE000PC9WRP5 /
| 2024-11-19 1:51:37 PM |
Chg.+0.02 |
Bid9:04:21 PM |
Ask9:04:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.42EUR |
+0.31% |
6.29
Bid Size: 9,400 |
6.34
Ask Size: 9,400 |
Norfolk Southern Cor... |
200.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC9WRP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
5.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
5.87 |
| Time value: |
0.70 |
| Break-even: |
254.48 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
0.77% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
3.37 |
| Rho: |
0.91 |
Quote data
| Open: |
6.58 |
| High: |
6.58 |
| Low: |
6.42 |
| Previous Close: |
6.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.30% |
| 1 Month |
|
|
+23.22% |
| 3 Months |
|
|
+34.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.32 |
6.40 |
| 1M High / 1M Low: |
7.73 |
5.01 |
| 6M High / 6M Low: |
7.73 |
2.90 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.06% |
| Volatility 6M: |
|
115.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
