BNP Paribas Call 250 NSC 20.06.2025
/ DE000PC9WRM2
BNP Paribas Call 250 NSC 20.06.20.../ DE000PC9WRM2 /
| 13/09/2024 19:05:26 |
Chg.-0.370 |
Bid19:12:27 |
Ask19:12:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
-14.23% |
2.200
Bid Size: 7,800 |
2.280
Ask Size: 7,800 |
Norfolk Southern Cor... |
250.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC9WRM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.41 |
| Time value: |
2.25 |
| Break-even: |
252.25 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
1.53% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
5.36 |
| Rho: |
0.89 |
Quote data
| Open: |
2.580 |
| High: |
2.730 |
| Low: |
2.230 |
| Previous Close: |
2.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.91% |
| 1 Month |
|
|
+10.40% |
| 3 Months |
|
|
+53.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.370 |
| 1M High / 1M Low: |
2.870 |
1.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
