BNP Paribas Call 250 NUE 19.12.20.../  DE000PC5FPU2  /

Frankfurt Zert./BNP
2024-06-05  12:50:32 PM Chg.0.000 Bid2024-06-05 Ask- Underlying Strike price Expiration date Option type
0.480EUR 0.00% 0.480
Bid Size: 6,250
-
Ask Size: -
Nucor Corporation 250.00 USD 2025-12-19 Call
 

Master data

WKN: PC5FPU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-12-19
Issue date: 2024-02-21
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.48
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -8.16
Time value: 0.52
Break-even: 234.94
Moneyness: 0.64
Premium: 0.59
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 10.64%
Delta: 0.20
Theta: -0.02
Omega: 5.69
Rho: 0.38
 

Quote data

Open: 0.480
High: 0.480
Low: 0.470
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.31%
1 Month
  -42.17%
3 Months
  -62.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.480
1M High / 1M Low: 0.840 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.711
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -