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

Frankfurt Zert./BNP
2024-07-26  9:50:29 PM Chg.+0.240 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
2.020EUR +13.48% 1.970
Bid Size: 8,000		 2.010
Ask Size: 8,000		 Nucor Corporation 150.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.37
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 1.00
Time value: 1.01
Break-even: 158.28
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 2.03%
Delta: 0.69
Theta: -0.04
Omega: 5.08
Rho: 0.39
 

Quote data

Open: 1.750
High: 2.040
Low: 1.750
Previous Close: 1.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.91%
1 Month  
+4.12%
3 Months
  -39.70%
YTD
  -44.81%
1 Year
  -47.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.170 1.640
1M High / 1M Low: 2.390 1.420
6M High / 6M Low: 5.530 1.420
High (YTD): 2024-04-08 5.530
Low (YTD): 2024-07-09 1.420
52W High: 2024-04-08 5.530
52W Low: 2024-07-09 1.420
Avg. price 1W:   1.924
Avg. volume 1W:   0.000
Avg. price 1M:   1.915
Avg. volume 1M:   0.000
Avg. price 6M:   3.449
Avg. volume 6M:   0.000
Avg. price 1Y:   3.319
Avg. volume 1Y:   0.000
Volatility 1M:   160.91%
Volatility 6M:   112.49%
Volatility 1Y:   99.78%
Volatility 3Y:   -