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BNP Paribas Call 220 NSC 20.12.20.../  DE000PN35RA6  /

Frankfurt Zert./BNP
2024-11-08  5:21:24 PM Chg.+0.450 Bid5:28:09 PM Ask- Underlying Strike price Expiration date Option type
5.280EUR +9.32% 5.190
Bid Size: 9,400		 -
Ask Size: -		 Norfolk Southern Cor... 220.00 - 2024-12-20 Call
 

Master data

WKN: PN35RA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-20
Issue date: 2023-06-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 3.08
Implied volatility: 1.16
Historic volatility: 0.25
Parity: 3.08
Time value: 2.38
Break-even: 274.60
Moneyness: 1.14
Premium: 0.10
Premium p.a.: 1.20
Spread abs.: 0.60
Spread %: 12.35%
Delta: 0.70
Theta: -0.42
Omega: 3.24
Rho: 0.14
 

Quote data

Open: 4.820
High: 5.310
Low: 4.790
Previous Close: 4.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+70.87%
1 Month  
+103.86%
3 Months  
+77.18%
YTD  
+58.08%
1 Year  
+285.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.400 2.870
1M High / 1M Low: 5.400 2.590
6M High / 6M Low: 5.400 1.130
High (YTD): 2024-11-06 5.400
Low (YTD): 2024-06-27 1.130
52W High: 2024-11-06 5.400
52W Low: 2024-06-27 1.130
Avg. price 1W:   3.870
Avg. volume 1W:   0.000
Avg. price 1M:   3.340
Avg. volume 1M:   374.870
Avg. price 6M:   2.621
Avg. volume 6M:   65.817
Avg. price 1Y:   3.035
Avg. volume 1Y:   33.812
Volatility 1M:   291.62%
Volatility 6M:   200.63%
Volatility 1Y:   163.37%
Volatility 3Y:   -