BNP Paribas Call 140 NUE 20.12.2024
/ DE000PN4D078
BNP Paribas Call 140 NUE 20.12.20.../ DE000PN4D078 /
| 2024-05-23 12:21:22 PM |
Chg.+0.050 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.550EUR |
+1.43% |
3.550
Bid Size: 3,400 |
3.810
Ask Size: 3,400 |
Nucor Corporation |
140.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN4D07 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
2.87 |
| Time value: |
0.73 |
| Break-even: |
165.33 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
1.41% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
3.64 |
| Rho: |
0.55 |
Quote data
| Open: |
3.550 |
| High: |
3.550 |
| Low: |
3.530 |
| Previous Close: |
3.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.33% |
| 1 Month |
|
|
-12.78% |
| 3 Months |
|
|
-34.74% |
| YTD |
|
|
-15.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
3.500 |
| 1M High / 1M Low: |
4.070 |
3.500 |
| 6M High / 6M Low: |
6.250 |
3.010 |
| High (YTD): |
2024-04-08 |
6.250 |
| Low (YTD): |
2024-05-22 |
3.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.88% |
| Volatility 6M: |
|
83.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
