OverviewChartNewsTraderScreen

BNP Paribas Call 150 NUE 17.01.20.../  DE000PN4D1D0  /

EUWAX
18/10/2024  08:26:28 Chg.+0.22 Bid10:07:26 Ask10:07:26 Underlying Strike price Expiration date Option type
1.47EUR +17.60% 1.54
Bid Size: 8,800		 1.74
Ask Size: 8,800		 Nucor Corporation 150.00 USD 17/01/2025 Call
 

Master data

WKN: PN4D1D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 17/01/2025
Issue date: 06/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.54
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.75
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 0.75
Time value: 0.78
Break-even: 153.82
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 2.68%
Delta: 0.66
Theta: -0.06
Omega: 6.32
Rho: 0.20
 

Quote data

Open: 1.47
High: 1.47
Low: 1.47
Previous Close: 1.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.43%
1 Month  
+88.46%
3 Months
  -34.96%
YTD
  -60.05%
1 Year
  -36.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.10
1M High / 1M Low: 1.25 0.78
6M High / 6M Low: 4.95 0.64
High (YTD): 09/04/2024 5.53
Low (YTD): 12/09/2024 0.64
52W High: 09/04/2024 5.53
52W Low: 12/09/2024 0.64
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   1.86
Avg. volume 6M:   0.00
Avg. price 1Y:   2.79
Avg. volume 1Y:   0.00
Volatility 1M:   183.55%
Volatility 6M:   159.72%
Volatility 1Y:   126.47%
Volatility 3Y:   -