BNP Paribas Call 140 NUE 20.12.2024
/ DE000PN4D078
BNP Paribas Call 140 NUE 20.12.20.../ DE000PN4D078 /
| 14/08/2024 08:24:53 |
Chg.+0.04 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+3.25% |
-
Bid Size: - |
-
Ask Size: - |
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: |
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): |
02/04/2024 |
6.26 |
| Low (YTD): |
13/08/2024 |
1.23 |
| 52W High: |
02/04/2024 |
6.26 |
| 52W Low: |
13/08/2024 |
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: |
|
- |
