BNP Paribas Call 150 NUE 20.12.2024
/ DE000PN4D086
BNP Paribas Call 150 NUE 20.12.20.../ DE000PN4D086 /
| 2024-06-05 8:21:32 AM |
Chg.-0.36 |
Bid12:17:42 PM |
Ask12:17:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
-14.63% |
2.10
Bid Size: 2,600 |
2.30
Ask Size: 2,600 |
Nucor Corporation |
150.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN4D08 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.03 |
| Time value: |
1.09 |
| Break-even: |
159.05 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
1.92% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
4.83 |
| Rho: |
0.44 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.29% |
| 1 Month |
|
|
-27.59% |
| 3 Months |
|
|
-52.05% |
| YTD |
|
|
-41.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.44 |
| 1M High / 1M Low: |
3.24 |
2.44 |
| 6M High / 6M Low: |
5.47 |
2.44 |
| High (YTD): |
2024-04-09 |
5.47 |
| Low (YTD): |
2024-05-30 |
2.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.43% |
| Volatility 6M: |
|
88.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
