BNP Paribas Call 140 NUE 17.01.2025
/ DE000PN4D1C2
BNP Paribas Call 140 NUE 17.01.20.../ DE000PN4D1C2 /
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: |
|
- |