BNP Paribas Call 150 NUE 17.01.2025
/ DE000PN4D1D0
BNP Paribas Call 150 NUE 17.01.20.../ DE000PN4D1D0 /
| 2024-05-23 8:19:53 AM |
Chg.-0.12 |
Bid8:35:28 AM |
Ask8:35:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
-3.93% |
2.93
Bid Size: 1,250 |
3.20
Ask Size: 1,250 |
Nucor Corporation |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN4D1D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
1.95 |
| Time value: |
1.03 |
| Break-even: |
168.37 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.36% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
4.04 |
| Rho: |
0.59 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
3.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.75% |
| 1 Month |
|
|
-24.29% |
| 3 Months |
|
|
-34.74% |
| YTD |
|
|
-20.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
2.90 |
| 1M High / 1M Low: |
3.87 |
2.88 |
| 6M High / 6M Low: |
5.53 |
2.54 |
| High (YTD): |
2024-04-09 |
5.53 |
| Low (YTD): |
2024-05-02 |
2.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.16% |
| Volatility 6M: |
|
88.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
