BNP Paribas Call 150 NUE 16.01.2026
/ DE000PC1MDV1
BNP Paribas Call 150 NUE 16.01.20.../ DE000PC1MDV1 /
| 07/10/2024 09:14:58 |
Chg.+0.01 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
+0.41% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.13 |
| Time value: |
2.37 |
| Break-even: |
161.73 |
| Moneyness: |
1.01 |
| Premium: |
0.17 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
1.63% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.47 |
| Rho: |
0.79 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+41.62% |
| 3 Months |
|
|
-9.93% |
| YTD |
|
|
-45.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.31 |
| 1M High / 1M Low: |
2.48 |
1.75 |
| 6M High / 6M Low: |
6.50 |
1.73 |
| High (YTD): |
08/04/2024 |
6.50 |
| Low (YTD): |
06/09/2024 |
1.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.96% |
| Volatility 6M: |
|
91.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
