BNP Paribas Call 200 NUE 20.09.2024
/ DE000PC39FE8
BNP Paribas Call 200 NUE 20.09.20.../ DE000PC39FE8 /
| 5/23/2024 2:50:46 PM |
Chg.+0.010 |
Bid5/23/2024 |
Ask5/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.230
Bid Size: 10,000 |
0.470
Ask Size: 6,383 |
Nucor Corporation |
200.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC39FE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-2.67 |
| Time value: |
0.27 |
| Break-even: |
187.45 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.04 |
| Spread %: |
17.39% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
12.03 |
| Rho: |
0.10 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.13% |
| 1 Month |
|
|
-54.90% |
| 3 Months |
|
|
-82.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.220 |
| 1M High / 1M Low: |
0.510 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
