BNP Paribas Call 140 NUE 20.12.2024
/ DE000PN4D078
BNP Paribas Call 140 NUE 20.12.20.../ DE000PN4D078 /
| 5/23/2024 8:19:53 AM |
Chg.-0.13 |
Bid2:44:04 PM |
Ask2:44:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.55EUR |
-3.53% |
3.55
Bid Size: 3,400 |
3.81
Ask Size: 3,400 |
Nucor Corporation |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN4D07 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/6/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
3.55 |
| High: |
3.55 |
| Low: |
3.55 |
| Previous Close: |
3.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.58% |
| 1 Month |
|
|
-21.98% |
| 3 Months |
|
|
-31.07% |
| YTD |
|
|
-16.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.51 |
| 1M High / 1M Low: |
4.55 |
3.48 |
| 6M High / 6M Low: |
6.26 |
3.01 |
| High (YTD): |
4/2/2024 |
6.26 |
| Low (YTD): |
5/2/2024 |
3.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.25% |
| Volatility 6M: |
|
80.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
