BNP Paribas Call 250 NSC 20.06.2025
/ DE000PC9WRM2
BNP Paribas Call 250 NSC 20.06.20.../ DE000PC9WRM2 /
| 12/27/2024 9:55:11 PM |
Chg.-0.100 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-7.52% |
1.240
Bid Size: 4,800 |
1.280
Ask Size: 4,800 |
Norfolk Southern Cor... |
250.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-1.41 |
| Time value: |
1.27 |
| Break-even: |
252.49 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
3.25% |
| Delta: |
0.44 |
| Theta: |
-0.06 |
| Omega: |
7.82 |
| Rho: |
0.41 |
Quote data
| Open: |
1.240 |
| High: |
1.300 |
| Low: |
1.200 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.91% |
| 1 Month |
|
|
-67.02% |
| 3 Months |
|
|
-39.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.230 |
| 1M High / 1M Low: |
3.740 |
1.210 |
| 6M High / 6M Low: |
3.940 |
1.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.61% |
| Volatility 6M: |
|
189.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
