BNP Paribas Call 160 NUE 20.12.2024
/ DE000PN4D094
BNP Paribas Call 160 NUE 20.12.20.../ DE000PN4D094 /
| 2024-06-05 8:21:32 AM |
Chg.-0.31 |
Bid9:11:16 AM |
Ask9:11:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-16.67% |
1.54
Bid Size: 1,949 |
-
Ask Size: - |
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: |
9.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.11 |
| Time value: |
1.46 |
| Break-even: |
162.74 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
2.61% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
5.59 |
| Rho: |
0.39 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.32% |
| 1 Month |
|
|
-32.02% |
| 3 Months |
|
|
-58.22% |
| YTD |
|
|
-48.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.85 |
| 1M High / 1M Low: |
2.58 |
1.85 |
| 6M High / 6M Low: |
4.72 |
1.85 |
| High (YTD): |
2024-04-09 |
4.72 |
| Low (YTD): |
2024-05-30 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.82% |
| Volatility 6M: |
|
100.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
