BNP Paribas Call 200 NUE 20.09.20.../  DE000PC39FE8  /

EUWAX
2024-05-10  1:32:20 PM Chg.+0.120 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.380EUR +46.15% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 200.00 USD 2024-09-20 Call
 

Master data

WKN: PC39FE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.51
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -2.37
Time value: 0.41
Break-even: 189.77
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.55
Spread abs.: 0.04
Spread %: 10.81%
Delta: 0.26
Theta: -0.04
Omega: 10.45
Rho: 0.14
 

Quote data

Open: 0.370
High: 0.380
Low: 0.370
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.58%
1 Month
  -76.40%
3 Months
  -68.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.260
1M High / 1M Low: 1.610 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.775
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   327.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -