BNP Paribas Call 150 NUE 16.01.2026
/ DE000PC1MDV1
BNP Paribas Call 150 NUE 16.01.20.../ DE000PC1MDV1 /
| 7/16/2024 12:50:33 PM |
Chg.+0.020 |
Bid1:05:37 PM |
Ask1:05:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.460EUR |
+0.58% |
3.470
Bid Size: 4,800 |
3.680
Ask Size: 4,800 |
Nucor Corporation |
150.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1MDV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
1.36 |
| Time value: |
2.13 |
| Break-even: |
172.54 |
| Moneyness: |
1.10 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.45% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
3.10 |
| Rho: |
1.10 |
Quote data
| Open: |
3.450 |
| High: |
3.460 |
| Low: |
3.420 |
| Previous Close: |
3.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.76% |
| 1 Month |
|
|
+18.49% |
| 3 Months |
|
|
-42.14% |
| YTD |
|
|
-22.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.440 |
2.530 |
| 1M High / 1M Low: |
3.440 |
2.530 |
| 6M High / 6M Low: |
6.490 |
2.530 |
| High (YTD): |
4/8/2024 |
6.490 |
| Low (YTD): |
7/9/2024 |
2.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.547 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.46% |
| Volatility 6M: |
|
75.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
