BNP Paribas Call 240 NSC 20.06.2025
/ DE000PG3RFG8
BNP Paribas Call 240 NSC 20.06.20.../ DE000PG3RFG8 /
| 15/10/2024 08:58:15 |
Chg.+0.25 |
Bid20:09:25 |
Ask20:09:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
+9.12% |
3.09
Bid Size: 8,400 |
3.13
Ask Size: 8,400 |
Norfolk Southern Cor... |
240.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PG3RFG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
1.27 |
| Time value: |
1.76 |
| Break-even: |
250.30 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.34% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
5.19 |
| Rho: |
0.86 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
2.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
-5.68% |
| 3 Months |
|
|
+88.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
2.34 |
| 1M High / 1M Low: |
2.82 |
2.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
