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BNP Paribas Call 220 NSC 17.01.20.../  DE000PN35RF5  /

Frankfurt Zert./BNP
2024-11-19  9:20:38 PM Chg.-0.290 Bid9:40:00 PM Ask- Underlying Strike price Expiration date Option type
4.020EUR -6.73% 4.000
Bid Size: 10,200		 -
Ask Size: -		 Norfolk Southern Cor... 220.00 USD 2025-01-17 Call
 

Master data

WKN: PN35RF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.74
Leverage: Yes

Calculated values

Fair value: 4.12
Intrinsic value: 3.99
Implied volatility: 0.39
Historic volatility: 0.25
Parity: 3.99
Time value: 0.32
Break-even: 250.75
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.70%
Delta: 0.89
Theta: -0.08
Omega: 5.11
Rho: 0.29
 

Quote data

Open: 4.250
High: 4.310
Low: 3.890
Previous Close: 4.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.83%
1 Month  
+20.72%
3 Months  
+41.55%
YTD  
+16.52%
1 Year  
+97.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.990 4.130
1M High / 1M Low: 5.530 3.060
6M High / 6M Low: 5.530 1.270
High (YTD): 2024-11-06 5.530
Low (YTD): 2024-06-27 1.270
52W High: 2024-11-06 5.530
52W Low: 2024-06-27 1.270
Avg. price 1W:   4.526
Avg. volume 1W:   0.000
Avg. price 1M:   4.010
Avg. volume 1M:   205.905
Avg. price 6M:   2.887
Avg. volume 6M:   33.262
Avg. price 1Y:   3.265
Avg. volume 1Y:   27.654
Volatility 1M:   279.99%
Volatility 6M:   186.80%
Volatility 1Y:   153.88%
Volatility 3Y:   -