BNP Paribas Call 150 NUE 17.01.2025
/ DE000PN4D1D0
BNP Paribas Call 150 NUE 17.01.20.../ DE000PN4D1D0 /
| 11/11/2024 12:58:28 PM |
Chg.-0.03 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
-2.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
0.83 |
| Time value: |
0.57 |
| Break-even: |
154.01 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
7.28 |
| Rho: |
0.16 |
Quote data
| Open: |
1.37 |
| High: |
1.47 |
| Low: |
1.37 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+119.40% |
| 1 Month |
|
|
+32.43% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
-60.05% |
| 1 Year |
|
|
-39.75% |
| 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): |
4/9/2024 |
5.53 |
| Low (YTD): |
10/25/2024 |
0.55 |
| 52W High: |
4/9/2024 |
5.53 |
| 52W Low: |
10/25/2024 |
0.55 |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.70 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
560.92% |
| Volatility 6M: |
|
264.56% |
| Volatility 1Y: |
|
196.79% |
| Volatility 3Y: |
|
- |
