BNP Paribas Call 140 NUE 17.01.2025
/ DE000PN4D1C2
BNP Paribas Call 140 NUE 17.01.20.../ DE000PN4D1C2 /
| 2024-09-26 8:23:40 AM |
Chg.-0.05 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-3.16% |
-
Bid Size: - |
-
Ask Size: - |
Nucor Corporation |
140.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN4D1C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.80 |
| Time value: |
0.75 |
| Break-even: |
141.29 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
2.65% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
5.85 |
| Rho: |
0.23 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
-11.05% |
| 3 Months |
|
|
-32.30% |
| YTD |
|
|
-64.42% |
| 1 Year |
|
|
-56.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.37 |
| 1M High / 1M Low: |
1.81 |
1.02 |
| 6M High / 6M Low: |
6.31 |
1.02 |
| High (YTD): |
2024-04-02 |
6.31 |
| Low (YTD): |
2024-09-12 |
1.02 |
| 52W High: |
2024-04-02 |
6.31 |
| 52W Low: |
2024-09-12 |
1.02 |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.50 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
171.04% |
| Volatility 6M: |
|
127.63% |
| Volatility 1Y: |
|
105.77% |
| Volatility 3Y: |
|
- |
