BNP Paribas Call 140 NUE 20.12.2024
/ DE000PN4D078
BNP Paribas Call 140 NUE 20.12.20.../ DE000PN4D078 /
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: |
|
- |