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

Frankfurt Zert./BNP
9/17/2024  11:50:33 AM Chg.-0.020 Bid12:01:51 PM Ask12:01:51 PM Underlying Strike price Expiration date Option type
0.820EUR -2.38% 0.830
Bid Size: 10,000		 1.030
Ask Size: 10,000		 Nucor Corporation 150.00 USD 1/17/2025 Call
 

Master data

WKN: PN4D1D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 1/17/2025
Issue date: 6/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.94
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -0.63
Time value: 0.86
Break-even: 143.38
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 4.88%
Delta: 0.47
Theta: -0.05
Omega: 7.04
Rho: 0.17
 

Quote data

Open: 0.810
High: 0.820
Low: 0.810
Previous Close: 0.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.14%
1 Month
  -15.46%
3 Months
  -57.51%
YTD
  -77.60%
1 Year
  -71.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.620
1M High / 1M Low: 1.260 0.620
6M High / 6M Low: 5.530 0.620
High (YTD): 4/8/2024 5.530
Low (YTD): 9/11/2024 0.620
52W High: 4/8/2024 5.530
52W Low: 9/11/2024 0.620
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.931
Avg. volume 1M:   0.000
Avg. price 6M:   2.525
Avg. volume 6M:   0.000
Avg. price 1Y:   2.939
Avg. volume 1Y:   0.000
Volatility 1M:   198.76%
Volatility 6M:   140.96%
Volatility 1Y:   118.65%
Volatility 3Y:   -