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

EUWAX
2024-07-31  8:22:47 AM Chg.+0.02 Bid8:25:11 AM Ask8:25:11 AM Underlying Strike price Expiration date Option type
1.88EUR +1.08% 1.88
Bid Size: 4,050		 2.08
Ask Size: 4,050		 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: 7.72
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 0.87
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 0.87
Time value: 1.04
Break-even: 157.79
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 2.14%
Delta: 0.68
Theta: -0.04
Omega: 5.21
Rho: 0.37
 

Quote data

Open: 1.88
High: 1.88
Low: 1.88
Previous Close: 1.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.53%
1 Month  
+12.57%
3 Months
  -44.21%
YTD
  -48.91%
1 Year
  -54.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.60
1M High / 1M Low: 2.38 1.37
6M High / 6M Low: 5.53 1.37
High (YTD): 2024-04-09 5.53
Low (YTD): 2024-07-10 1.37
52W High: 2024-04-09 5.53
52W Low: 2024-07-10 1.37
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   0.00
Avg. price 6M:   3.43
Avg. volume 6M:   0.00
Avg. price 1Y:   3.32
Avg. volume 1Y:   0.00
Volatility 1M:   160.89%
Volatility 6M:   109.14%
Volatility 1Y:   98.60%
Volatility 3Y:   -