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BNP Paribas Call 140 NUE 20.12.20.../  DE000PN4D078  /

EUWAX
04/09/2024  08:23:08 Chg.-0.46 Bid08:25:15 Ask08:25:15 Underlying Strike price Expiration date Option type
1.22EUR -27.38% 1.22
Bid Size: 4,900		 1.42
Ask Size: 4,900		 Nucor Corporation 140.00 USD 20/12/2024 Call
 

Master data

WKN: PN4D07
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/12/2024
Issue date: 06/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.50
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.08
Implied volatility: 0.40
Historic volatility: 0.24
Parity: 1.08
Time value: 0.75
Break-even: 144.80
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.20
Spread abs.: 0.12
Spread %: 7.02%
Delta: 0.70
Theta: -0.05
Omega: 5.28
Rho: 0.23
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.22%
1 Month
  -41.90%
3 Months
  -61.15%
YTD
  -71.29%
1 Year
  -72.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.49
1M High / 1M Low: 1.99 1.22
6M High / 6M Low: 6.26 1.22
High (YTD): 02/04/2024 6.26
Low (YTD): 21/08/2024 1.22
52W High: 02/04/2024 6.26
52W Low: 21/08/2024 1.22
Avg. price 1W:   1.62
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   3.38
Avg. volume 6M:   0.00
Avg. price 1Y:   3.61
Avg. volume 1Y:   0.00
Volatility 1M:   144.77%
Volatility 6M:   116.69%
Volatility 1Y:   100.92%
Volatility 3Y:   -