BNP Paribas Call 150 NUE 21.06.2024
/ DE000PN7CFX7
BNP Paribas Call 150 NUE 21.06.20.../ DE000PN7CFX7 /
| 2024-04-16 9:50:41 PM |
Chg.-0.120 |
Bid9:59:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
-2.76% |
-
Bid Size: - |
-
Ask Size: - |
Nucor Corporation |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN7CFX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.25 |
| Parity: |
1.20 |
| Time value: |
3.11 |
| Break-even: |
193.10 |
| Moneyness: |
1.08 |
| Premium: |
0.19 |
| Premium p.a.: |
3.78 |
| Spread abs.: |
0.12 |
| Spread %: |
2.86% |
| Delta: |
0.67 |
| Theta: |
-0.43 |
| Omega: |
2.51 |
| Rho: |
0.07 |
Quote data
| Open: |
4.310 |
| High: |
4.370 |
| Low: |
3.960 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.54% |
| 3 Months |
|
|
+11.35% |
| YTD |
|
|
+41.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.340 |
4.220 |
| 6M High / 6M Low: |
4.880 |
1.750 |
| High (YTD): |
2024-04-08 |
4.880 |
| Low (YTD): |
2024-01-18 |
2.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.257 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.50% |
| Volatility 6M: |
|
105.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
