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

EUWAX
18/10/2024  08:26:28 Chg.+0.27 Bid10:06:37 Ask10:06:37 Underlying Strike price Expiration date Option type
2.12EUR +14.59% 2.20
Bid Size: 10,000		 2.40
Ask Size: 10,000		 Nucor Corporation 140.00 USD 17/01/2025 Call
 

Master data

WKN: PN4D1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 17/01/2025
Issue date: 06/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.67
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 1.67
Implied volatility: 0.40
Historic volatility: 0.24
Parity: 1.67
Time value: 0.52
Break-even: 151.18
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 1.86%
Delta: 0.77
Theta: -0.06
Omega: 5.16
Rho: 0.23
 

Quote data

Open: 2.12
High: 2.12
Low: 2.12
Previous Close: 1.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.71%
1 Month  
+75.21%
3 Months
  -27.40%
YTD
  -50.70%
1 Year
  -23.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.66
1M High / 1M Low: 1.85 1.21
6M High / 6M Low: 5.72 1.02
High (YTD): 02/04/2024 6.31
Low (YTD): 12/09/2024 1.02
52W High: 02/04/2024 6.31
52W Low: 12/09/2024 1.02
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   2.45
Avg. volume 6M:   0.00
Avg. price 1Y:   3.40
Avg. volume 1Y:   0.00
Volatility 1M:   147.71%
Volatility 6M:   134.85%
Volatility 1Y:   108.43%
Volatility 3Y:   -