BNP Paribas Call 140 NUE 20.06.2025
/ DE000PG2QB64
BNP Paribas Call 140 NUE 20.06.20.../ DE000PG2QB64 /
| 8/14/2024 8:20:53 PM |
Chg.-0.160 |
Bid8/14/2024 |
Ask8/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
-8.21% |
1.790
Bid Size: 13,200 |
1.830
Ask Size: 13,200 |
Nucor Corporation |
140.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PG2QB6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.26 |
| Time value: |
1.70 |
| Break-even: |
146.92 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
2.08% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
4.15 |
| Rho: |
0.52 |
Quote data
| Open: |
1.930 |
| High: |
1.930 |
| Low: |
1.720 |
| Previous Close: |
1.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.64% |
| 1 Month |
|
|
-44.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.830 |
| 1M High / 1M Low: |
3.570 |
1.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
