BNP Paribas Call 180 NUE 20.12.2024
/ DE000PN4D1A6
BNP Paribas Call 180 NUE 20.12.20.../ DE000PN4D1A6 /
| 2024-05-23 8:19:53 AM |
Chg.-0.08 |
Bid11:18:06 AM |
Ask11:18:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-6.20% |
1.21
Bid Size: 2,480 |
1.45
Ask Size: 2,069 |
Nucor Corporation |
180.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN4D1A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
12.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.82 |
| Time value: |
1.26 |
| Break-even: |
178.88 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
3.28% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
6.23 |
| Rho: |
0.38 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.33% |
| 1 Month |
|
|
-39.80% |
| 3 Months |
|
|
-52.55% |
| YTD |
|
|
-40.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.20 |
| 1M High / 1M Low: |
2.01 |
1.20 |
| 6M High / 6M Low: |
3.37 |
1.20 |
| High (YTD): |
2024-04-09 |
3.37 |
| Low (YTD): |
2024-05-21 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.31% |
| Volatility 6M: |
|
128.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
