BNP Paribas Call 150 NUE 17.01.2025
/ DE000PN4D1D0
BNP Paribas Call 150 NUE 17.01.20.../ DE000PN4D1D0 /
| 08/11/2024 15:27:46 |
Chg.-0.67 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-30.88% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.82 |
| Time value: |
0.58 |
| Break-even: |
153.96 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
7.28 |
| Rho: |
0.17 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.50 |
| Previous Close: |
2.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+158.62% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+35.14% |
| YTD |
|
|
-59.24% |
| 1 Year |
|
|
-38.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
0.67 |
| 1M High / 1M Low: |
2.17 |
0.55 |
| 6M High / 6M Low: |
3.32 |
0.55 |
| High (YTD): |
09/04/2024 |
5.53 |
| Low (YTD): |
25/10/2024 |
0.55 |
| 52W High: |
09/04/2024 |
5.53 |
| 52W Low: |
25/10/2024 |
0.55 |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.70 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
548.04% |
| Volatility 6M: |
|
264.55% |
| Volatility 1Y: |
|
196.78% |
| Volatility 3Y: |
|
- |
