BNP Paribas Call 220 NSC 20.06.2025
/ DE000PC9WRN0
BNP Paribas Call 220 NSC 20.06.20.../ DE000PC9WRN0 /
| 15/10/2024 09:44:23 |
Chg.+0.29 |
Bid17:29:05 |
Ask17:29:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.24EUR |
+7.34% |
4.41
Bid Size: 10,400 |
4.45
Ask Size: 10,400 |
Norfolk Southern Cor... |
220.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC9WRN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.97 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
3.10 |
| Time value: |
1.18 |
| Break-even: |
244.47 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.94% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
4.30 |
| Rho: |
0.96 |
Quote data
| Open: |
4.24 |
| High: |
4.24 |
| Low: |
4.24 |
| Previous Close: |
3.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.22% |
| 1 Month |
|
|
-1.62% |
| 3 Months |
|
|
+75.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
3.57 |
| 1M High / 1M Low: |
4.00 |
3.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
