BNP Paribas Call 260 NSC 20.06.2025
/ DE000PG3RFF0
BNP Paribas Call 260 NSC 20.06.20.../ DE000PG3RFF0 /
| 27/12/2024 21:55:11 |
Chg.-0.090 |
Bid21:59:30 |
Ask21:59:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-9.09% |
0.910
Bid Size: 5,000 |
0.950
Ask Size: 5,000 |
Norfolk Southern Cor... |
260.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-2.37 |
| Time value: |
0.95 |
| Break-even: |
258.88 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
0.36 |
| Theta: |
-0.05 |
| Omega: |
8.55 |
| Rho: |
0.34 |
Quote data
| Open: |
0.910 |
| High: |
0.960 |
| Low: |
0.880 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-70.78% |
| 3 Months |
|
|
-44.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.900 |
| 1M High / 1M Low: |
3.090 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.945 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
