BNP Paribas Call 140 NUE 20.12.2024
/ DE000PN4D078
BNP Paribas Call 140 NUE 20.12.20.../ DE000PN4D078 /
| 2024-06-05 8:21:32 AM |
Chg.-0.39 |
Bid9:04:05 PM |
Ask9:04:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-12.42% |
2.79
Bid Size: 6,200 |
2.83
Ask Size: 6,200 |
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: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.95 |
| Time value: |
0.81 |
| Break-even: |
156.26 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.47% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
4.16 |
| Rho: |
0.47 |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
3.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.64% |
| 1 Month |
|
|
-23.40% |
| 3 Months |
|
|
-46.18% |
| YTD |
|
|
-35.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.28 |
3.12 |
| 1M High / 1M Low: |
3.97 |
3.12 |
| 6M High / 6M Low: |
6.26 |
3.12 |
| High (YTD): |
2024-04-02 |
6.26 |
| Low (YTD): |
2024-05-30 |
3.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.72% |
| Volatility 6M: |
|
78.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
