BNP Paribas Call 150 NUE 16.01.2026
/ DE000PC1MDV1
BNP Paribas Call 150 NUE 16.01.20.../ DE000PC1MDV1 /
| 29/07/2024 17:21:02 |
Chg.-0.150 |
Bid17:21:42 |
Ask17:21:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.030EUR |
-4.72% |
3.040
Bid Size: 9,400 |
3.080
Ask Size: 9,400 |
Nucor Corporation |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1MDV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.00 |
| Time value: |
2.17 |
| Break-even: |
169.91 |
| Moneyness: |
1.07 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.28% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
3.25 |
| Rho: |
1.05 |
Quote data
| Open: |
3.160 |
| High: |
3.170 |
| Low: |
2.990 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.73% |
| 1 Month |
|
|
-1.62% |
| 3 Months |
|
|
-31.76% |
| YTD |
|
|
-32.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.320 |
2.780 |
| 1M High / 1M Low: |
3.510 |
2.530 |
| 6M High / 6M Low: |
6.490 |
2.530 |
| High (YTD): |
08/04/2024 |
6.490 |
| Low (YTD): |
09/07/2024 |
2.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.60% |
| Volatility 6M: |
|
78.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
