BNP Paribas Call 160 NUE 20.12.2024
/ DE000PN4D094
BNP Paribas Call 160 NUE 20.12.20.../ DE000PN4D094 /
| 2024-05-23 8:19:53 AM |
Chg.-0.11 |
Bid11:29:01 AM |
Ask11:29:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-4.74% |
2.21
Bid Size: 2,300 |
2.45
Ask Size: 2,300 |
Nucor Corporation |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN4D09 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
7.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.03 |
| Time value: |
1.22 |
| Break-even: |
170.30 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
1.81% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
4.82 |
| Rho: |
0.50 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.34% |
| 1 Month |
|
|
-29.17% |
| 3 Months |
|
|
-40.91% |
| YTD |
|
|
-26.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.18 |
| 1M High / 1M Low: |
3.12 |
2.18 |
| 6M High / 6M Low: |
4.72 |
2.00 |
| High (YTD): |
2024-04-09 |
4.72 |
| Low (YTD): |
2024-05-21 |
2.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.32% |
| Volatility 6M: |
|
102.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
