BNP Paribas Call 170 NUE 21.06.2024
/ DE000PN8ZK13
BNP Paribas Call 170 NUE 21.06.20.../ DE000PN8ZK13 /
2024-05-23 12:50:39 PM |
Chg.+0.020 |
Bid1:03:57 PM |
Ask1:03:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+3.92% |
0.530 Bid Size: 5,661 |
0.770 Ask Size: 3,897 |
Nucor Corporation |
170.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PN8ZK1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-28 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
0.10 |
Time value: |
0.49 |
Break-even: |
162.94 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.04 |
Spread %: |
7.27% |
Delta: |
0.56 |
Theta: |
-0.10 |
Omega: |
15.06 |
Rho: |
0.07 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.520 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-30.26% |
1 Month |
|
|
-52.25% |
3 Months |
|
|
-78.97% |
YTD |
|
|
-69.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.510 |
1M High / 1M Low: |
1.110 |
0.510 |
6M High / 6M Low: |
3.180 |
0.510 |
High (YTD): |
2024-04-05 |
3.180 |
Low (YTD): |
2024-05-22 |
0.510 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.608 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.785 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.798 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
289.71% |
Volatility 6M: |
|
197.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |