BNP Paribas Call 220 NSC 20.06.2025
/ DE000PC9WRN0
BNP Paribas Call 220 NSC 20.06.20.../ DE000PC9WRN0 /
| 2025-01-06 8:25:03 AM |
Chg.+0.23 |
Bid2:19:53 PM |
Ask2:19:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
+8.42% |
3.06
Bid Size: 6,900 |
3.14
Ask Size: 6,900 |
Norfolk Southern Cor... |
220.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
1.54 |
| Time value: |
1.25 |
| Break-even: |
241.38 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
1.45% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
5.71 |
| Rho: |
0.59 |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.96 |
| Previous Close: |
2.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.63% |
| 1 Month |
|
|
-40.32% |
| 3 Months |
|
|
-18.90% |
| YTD |
|
|
+9.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.66 |
| 1M High / 1M Low: |
4.96 |
2.51 |
| 6M High / 6M Low: |
6.15 |
2.09 |
| High (YTD): |
2025-01-03 |
2.73 |
| Low (YTD): |
2025-01-02 |
2.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.02% |
| Volatility 6M: |
|
146.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
