BNP Paribas Call 140 NUE 20.12.2024
/ DE000PN4D078
BNP Paribas Call 140 NUE 20.12.20.../ DE000PN4D078 /
8/14/2024 8:24:53 AM |
Chg.+0.04 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.27EUR |
+3.25% |
- Bid Size: - |
- Ask Size: - |
Nucor Corporation |
140.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PN4D07 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
6/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
0.26 |
Time value: |
1.05 |
Break-even: |
140.42 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
3.15% |
Delta: |
0.60 |
Theta: |
-0.05 |
Omega: |
5.98 |
Rho: |
0.23 |
Quote data
Open: |
1.27 |
High: |
1.27 |
Low: |
1.27 |
Previous Close: |
1.23 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.09% |
1 Month |
|
|
-48.79% |
3 Months |
|
|
-66.84% |
YTD |
|
|
-70.12% |
1 Year |
|
|
-72.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.87 |
1.23 |
1M High / 1M Low: |
2.98 |
1.23 |
6M High / 6M Low: |
6.26 |
1.23 |
High (YTD): |
4/2/2024 |
6.26 |
Low (YTD): |
8/13/2024 |
1.23 |
52W High: |
4/2/2024 |
6.26 |
52W Low: |
8/13/2024 |
1.23 |
Avg. price 1W: |
|
1.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.80 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.78 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
172.34% |
Volatility 6M: |
|
111.91% |
Volatility 1Y: |
|
97.41% |
Volatility 3Y: |
|
- |