OverviewChartNewsTraderScreen

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

EUWAX
2024-07-29  8:23:46 AM Chg.+0.28 Bid11:55:04 AM Ask11:55:04 AM Underlying Strike price Expiration date Option type
2.65EUR +11.81% 2.66
Bid Size: 9,400		 2.86
Ask Size: 9,400		 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: 5.57
Leverage: Yes

Calculated values

Fair value: 2.34
Intrinsic value: 1.92
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 1.92
Time value: 0.74
Break-even: 155.60
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 1.53%
Delta: 0.78
Theta: -0.04
Omega: 4.34
Rho: 0.42
 

Quote data

Open: 2.65
High: 2.65
Low: 2.65
Previous Close: 2.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.36%
1 Month  
+17.26%
3 Months
  -35.84%
YTD
  -38.37%
1 Year
  -39.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.80 2.19
1M High / 1M Low: 3.05 1.91
6M High / 6M Low: 6.31 1.91
High (YTD): 2024-04-02 6.31
Low (YTD): 2024-07-10 1.91
52W High: 2024-04-02 6.31
52W Low: 2024-07-10 1.91
Avg. price 1W:   2.54
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   4.15
Avg. volume 6M:   0.00
Avg. price 1Y:   3.95
Avg. volume 1Y:   0.00
Volatility 1M:   135.36%
Volatility 6M:   98.05%
Volatility 1Y:   86.76%
Volatility 3Y:   -