BNP Paribas Call 170 NUE 21.06.2024
/ DE000PN8ZK13
BNP Paribas Call 170 NUE 21.06.20.../ DE000PN8ZK13 /
| 2024-05-23 8:57:21 AM |
Chg.-0.040 |
Bid9:01:17 AM |
Ask9:01:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-7.02% |
0.530
Bid Size: 5,661 |
0.800
Ask Size: 3,750 |
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: |
24.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
0.44 |
| Break-even: |
163.02 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
6.67% |
| Delta: |
0.59 |
| Theta: |
-0.09 |
| Omega: |
14.66 |
| Rho: |
0.07 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.76% |
| 1 Month |
|
|
-65.58% |
| 3 Months |
|
|
-76.44% |
| YTD |
|
|
-69.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.520 |
| 1M High / 1M Low: |
1.540 |
0.520 |
| 6M High / 6M Low: |
3.190 |
0.520 |
| High (YTD): |
2024-04-08 |
3.190 |
| Low (YTD): |
2024-05-21 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.832 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.40% |
| Volatility 6M: |
|
217.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
