BNP Paribas Call 150 NUE 19.12.2025
/ DE000PC1MDQ1
BNP Paribas Call 150 NUE 19.12.20.../ DE000PC1MDQ1 /
2024-05-23 9:05:59 AM |
Chg.-0.04 |
Bid11:36:47 AM |
Ask11:36:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.03EUR |
-0.98% |
4.02 Bid Size: 1,600 |
4.28 Ask Size: 1,600 |
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: |
3.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.48 |
Intrinsic value: |
1.95 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
1.95 |
Time value: |
2.13 |
Break-even: |
179.37 |
Moneyness: |
1.14 |
Premium: |
0.13 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.05 |
Spread %: |
1.24% |
Delta: |
0.74 |
Theta: |
-0.03 |
Omega: |
2.89 |
Rho: |
1.21 |
Quote data
Open: |
4.03 |
High: |
4.03 |
Low: |
4.03 |
Previous Close: |
4.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.99% |
1 Month |
|
|
-17.76% |
3 Months |
|
|
-24.53% |
YTD |
|
|
-9.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.38 |
3.98 |
1M High / 1M Low: |
4.90 |
3.93 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-08 |
6.45 |
Low (YTD): |
2024-05-02 |
3.93 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |