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

EUWAX
2024-07-29  8:23:46 AM Chg.+0.29 Bid1:03:56 PM Ask1:03:56 PM Underlying Strike price Expiration date Option type
2.58EUR +12.66% 2.55
Bid Size: 9,800		 2.75
Ask Size: 9,800		 Nucor Corporation 140.00 USD 2024-12-20 Call
 

Master data

WKN: PN4D07
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.75
Leverage: Yes

Calculated values

Fair value: 2.27
Intrinsic value: 1.92
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 1.92
Time value: 0.66
Break-even: 154.80
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 1.57%
Delta: 0.78
Theta: -0.04
Omega: 4.50
Rho: 0.36
 

Quote data

Open: 2.58
High: 2.58
Low: 2.58
Previous Close: 2.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.15%
1 Month  
+18.35%
3 Months
  -36.61%
YTD
  -39.29%
1 Year
  -40.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.72 2.11
1M High / 1M Low: 2.98 1.83
6M High / 6M Low: 6.26 1.83
High (YTD): 2024-04-02 6.26
Low (YTD): 2024-07-10 1.83
52W High: 2024-04-02 6.26
52W Low: 2024-07-10 1.83
Avg. price 1W:   2.46
Avg. volume 1W:   0.00
Avg. price 1M:   2.44
Avg. volume 1M:   0.00
Avg. price 6M:   4.09
Avg. volume 6M:   0.00
Avg. price 1Y:   3.89
Avg. volume 1Y:   0.00
Volatility 1M:   140.64%
Volatility 6M:   100.96%
Volatility 1Y:   89.00%
Volatility 3Y:   -