BNP Paribas Call 260 NSC 20.06.2025
/ DE000PG3RFF0
BNP Paribas Call 260 NSC 20.06.20.../ DE000PG3RFF0 /
| 2024-10-15 5:50:31 PM |
Chg.+0.120 |
Bid5:50:52 PM |
Ask5:50:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
+6.12% |
2.080
Bid Size: 7,800 |
2.120
Ask Size: 7,800 |
Norfolk Southern Cor... |
260.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PG3RFF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.56 |
| Time value: |
2.01 |
| Break-even: |
258.44 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
2.03% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
6.25 |
| Rho: |
0.72 |
Quote data
| Open: |
1.970 |
| High: |
2.110 |
| Low: |
1.880 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.60% |
| 1 Month |
|
|
+22.35% |
| 3 Months |
|
|
+67.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.490 |
| 1M High / 1M Low: |
1.960 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
