BNP Paribas Call 220 NUE 20.12.2024
/ DE000PN5BFA1
BNP Paribas Call 220 NUE 20.12.20.../ DE000PN5BFA1 /
| 2024-05-23 8:20:32 AM |
Chg.-0.030 |
Bid9:01:11 AM |
Ask9:01:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-10.34% |
0.260
Bid Size: 10,000 |
0.530
Ask Size: 5,661 |
Nucor Corporation |
220.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN5BFA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-4.52 |
| Time value: |
0.31 |
| Break-even: |
206.33 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
9.14 |
| Rho: |
0.15 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.73% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-73.74% |
| YTD |
|
|
-67.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.260 |
| 1M High / 1M Low: |
0.650 |
0.260 |
| 6M High / 6M Low: |
1.450 |
0.260 |
| High (YTD): |
2024-04-08 |
1.450 |
| Low (YTD): |
2024-05-21 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.36% |
| Volatility 6M: |
|
188.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
