BNP Paribas Call 140 NUE 21.06.2024
/ DE000PN8ZK21
BNP Paribas Call 140 NUE 21.06.20.../ DE000PN8ZK21 /
| 2024-04-16 9:50:34 PM |
Chg.-0.110 |
Bid9:59:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.120EUR |
-2.10% |
-
Bid Size: - |
-
Ask Size: - |
Nucor Corporation |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN8ZK2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
1.97 |
| Historic volatility: |
0.25 |
| Parity: |
2.20 |
| Time value: |
2.92 |
| Break-even: |
191.20 |
| Moneyness: |
1.16 |
| Premium: |
0.18 |
| Premium p.a.: |
3.38 |
| Spread abs.: |
0.03 |
| Spread %: |
0.59% |
| Delta: |
0.71 |
| Theta: |
-0.45 |
| Omega: |
2.25 |
| Rho: |
0.07 |
Quote data
| Open: |
5.220 |
| High: |
5.270 |
| Low: |
4.850 |
| Previous Close: |
5.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.92% |
| 3 Months |
|
|
+10.82% |
| YTD |
|
|
+38.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.230 |
5.120 |
| 6M High / 6M Low: |
5.770 |
2.320 |
| High (YTD): |
2024-04-08 |
5.770 |
| Low (YTD): |
2024-01-18 |
3.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.027 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
25.66% |
| Volatility 6M: |
|
89.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
