BNP Paribas Call 150 NUE 17.01.2025
/ DE000PN4D1D0
BNP Paribas Call 150 NUE 17.01.20.../ DE000PN4D1D0 /
14/08/2024 21:50:23 |
Chg.-0.110 |
Bid21:58:56 |
Ask21:58:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-11.83% |
0.820 Bid Size: 8,900 |
0.860 Ask Size: 8,900 |
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: |
13.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
-0.65 |
Time value: |
0.95 |
Break-even: |
145.91 |
Moneyness: |
0.95 |
Premium: |
0.12 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.04 |
Spread %: |
4.40% |
Delta: |
0.48 |
Theta: |
-0.04 |
Omega: |
6.62 |
Rho: |
0.23 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.750 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-29.31% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-73.38% |
YTD |
|
|
-77.60% |
1 Year |
|
|
-79.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.860 |
1M High / 1M Low: |
2.390 |
0.860 |
6M High / 6M Low: |
5.530 |
0.860 |
High (YTD): |
08/04/2024 |
5.530 |
Low (YTD): |
12/08/2024 |
0.860 |
52W High: |
08/04/2024 |
5.530 |
52W Low: |
12/08/2024 |
0.860 |
Avg. price 1W: |
|
1.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.727 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.173 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.206 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
166.54% |
Volatility 6M: |
|
117.81% |
Volatility 1Y: |
|
106.08% |
Volatility 3Y: |
|
- |