BNP Paribas Call 130 NUE 20.06.20.../  DE000PG6A0T3  /

EUWAX
8/14/2024  8:09:41 AM Chg.+0.02 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
2.46EUR +0.82% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 130.00 USD 6/20/2025 Call
 

Master data

WKN: PG6A0T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 6/20/2025
Issue date: 8/13/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.22
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 1.17
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 1.17
Time value: 1.32
Break-even: 143.12
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 1.63%
Delta: 0.71
Theta: -0.03
Omega: 3.69
Rho: 0.57
 

Quote data

Open: 2.46
High: 2.46
Low: 2.46
Previous Close: 2.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -