BNP Paribas Call 150 NUE 19.12.2025
/ DE000PC1MDQ1
BNP Paribas Call 150 NUE 19.12.20.../ DE000PC1MDQ1 /
| 2024-06-05 12:50:28 PM |
Chg.-0.010 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
-0.30% |
3.270
Bid Size: 1,500 |
3.480
Ask Size: 1,500 |
Nucor Corporation |
150.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1MDQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
1.03 |
| Time value: |
2.28 |
| Break-even: |
170.95 |
| Moneyness: |
1.07 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
1.53% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
3.12 |
| Rho: |
1.08 |
Quote data
| Open: |
3.280 |
| High: |
3.280 |
| Low: |
3.260 |
| Previous Close: |
3.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.38% |
| 1 Month |
|
|
-23.60% |
| 3 Months |
|
|
-36.26% |
| YTD |
|
|
-26.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.740 |
3.280 |
| 1M High / 1M Low: |
4.340 |
3.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-08 |
6.450 |
| Low (YTD): |
2024-06-04 |
3.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
