BNP Paribas Call 130 NUE 17.01.2025
/ DE000PG6YYV7
BNP Paribas Call 130 NUE 17.01.20.../ DE000PG6YYV7 /
| 11/12/2024 8:51:47 AM |
Chg.+0.03 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
+1.04% |
-
Bid Size: - |
-
Ask Size: - |
Nucor Corporation |
130.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PG6YYV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/22/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
2.73 |
| Time value: |
0.21 |
| Break-even: |
151.32 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.38% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
4.54 |
| Rho: |
0.19 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.21% |
| 1 Month |
|
|
+24.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.80 |
1.68 |
| 1M High / 1M Low: |
3.80 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
