BNP Paribas Call 200 NUE 21.06.20.../  DE000PN7CF00  /

EUWAX
2024-05-10  1:45:30 PM Chg.+0.021 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.030EUR +233.33% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 200.00 USD 2024-06-21 Call
 

Master data

WKN: PN7CF0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 245.41
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -2.37
Time value: 0.07
Break-even: 186.33
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 2.48
Spread abs.: 0.04
Spread %: 153.85%
Delta: 0.09
Theta: -0.03
Omega: 23.00
Rho: 0.02
 

Quote data

Open: 0.026
High: 0.030
Low: 0.026
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.89%
1 Month
  -96.84%
3 Months
  -95.95%
YTD
  -94.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.009
1M High / 1M Low: 0.950 0.009
6M High / 6M Low: 1.160 0.009
High (YTD): 2024-04-08 1.160
Low (YTD): 2024-05-09 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.560
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,062.65%
Volatility 6M:   467.39%
Volatility 1Y:   -
Volatility 3Y:   -