BNP Paribas Call 200 NUE 19.12.20.../  DE000PC1MDU3  /

EUWAX
2024-05-23  9:05:59 AM Chg.-0.03 Bid10:01:09 AM Ask10:01:09 AM Underlying Strike price Expiration date Option type
1.83EUR -1.61% 1.83
Bid Size: 1,640
2.13
Ask Size: 1,409
Nucor Corporation 200.00 USD 2025-12-19 Call
 

Master data

WKN: PC1MDU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.41
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: -2.67
Time value: 1.88
Break-even: 203.55
Moneyness: 0.86
Premium: 0.29
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 2.73%
Delta: 0.48
Theta: -0.03
Omega: 4.05
Rho: 0.90
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.59%
1 Month
  -26.21%
3 Months
  -35.34%
YTD
  -21.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.07 1.81
1M High / 1M Low: 2.48 1.77
6M High / 6M Low: - -
High (YTD): 2024-04-08 3.67
Low (YTD): 2024-05-09 1.77
52W High: - -
52W Low: - -
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.00
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -