BNP Paribas Call 300 NSC 17.01.2025
/ DE000PC5FPL1
BNP Paribas Call 300 NSC 17.01.20.../ DE000PC5FPL1 /
| 2024-11-19 9:50:24 PM |
Chg.-0.030 |
Bid2024-11-19 |
Ask2024-11-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-30.00% |
0.070
Bid Size: 10,700 |
0.110
Ask Size: 10,700 |
Norfolk Southern Cor... |
300.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC5FPL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
176.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-3.57 |
| Time value: |
0.14 |
| Break-even: |
284.56 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.12 |
| Theta: |
-0.04 |
| Omega: |
20.54 |
| Rho: |
0.04 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.060 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.11% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
-56.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.060 |
| 1M High / 1M Low: |
0.420 |
0.050 |
| 6M High / 6M Low: |
0.450 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,202.88% |
| Volatility 6M: |
|
940.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
