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BNP Paribas Call 140 NUE 17.01.20.../  DE000PN4D1C2  /

Frankfurt Zert./BNP
8/14/2024  9:50:23 PM Chg.-0.120 Bid9:57:20 PM Ask9:57:20 PM Underlying Strike price Expiration date Option type
1.260EUR -8.70% 1.260
Bid Size: 8,900		 1.300
Ask Size: 8,900		 Nucor Corporation 140.00 USD 1/17/2025 Call
 

Master data

WKN: PN4D1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 1/17/2025
Issue date: 6/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.28
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.26
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.26
Time value: 1.14
Break-even: 141.32
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 2.94%
Delta: 0.61
Theta: -0.04
Omega: 5.63
Rho: 0.28
 

Quote data

Open: 1.360
High: 1.370
Low: 1.170
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.10%
1 Month
  -53.16%
3 Months
  -66.58%
YTD
  -70.56%
1 Year
  -72.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.660 1.290
1M High / 1M Low: 3.060 1.290
6M High / 6M Low: 6.300 1.290
High (YTD): 4/8/2024 6.300
Low (YTD): 8/12/2024 1.290
52W High: 4/8/2024 6.300
52W Low: 8/12/2024 1.290
Avg. price 1W:   1.494
Avg. volume 1W:   0.000
Avg. price 1M:   2.318
Avg. volume 1M:   0.000
Avg. price 6M:   3.844
Avg. volume 6M:   0.000
Avg. price 1Y:   3.825
Avg. volume 1Y:   0.000
Volatility 1M:   143.57%
Volatility 6M:   102.04%
Volatility 1Y:   93.88%
Volatility 3Y:   -