BNP Paribas Call 150 NUE 19.12.2025
/ DE000PC1MDQ1
BNP Paribas Call 150 NUE 19.12.20.../ DE000PC1MDQ1 /
7/17/2024 5:50:37 PM |
Chg.-0.040 |
Bid5:50:51 PM |
Ask5:50:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.420EUR |
-1.16% |
3.410 Bid Size: 9,800 |
3.450 Ask Size: 9,800 |
Nucor Corporation |
150.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC1MDQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.90 |
Intrinsic value: |
1.48 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
1.48 |
Time value: |
2.04 |
Break-even: |
172.79 |
Moneyness: |
1.11 |
Premium: |
0.13 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
1.15% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
3.11 |
Rho: |
1.06 |
Quote data
Open: |
3.460 |
High: |
3.510 |
Low: |
3.360 |
Previous Close: |
3.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+29.06% |
1 Month |
|
|
+13.25% |
3 Months |
|
|
-41.94% |
YTD |
|
|
-23.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.460 |
2.650 |
1M High / 1M Low: |
3.460 |
2.490 |
6M High / 6M Low: |
6.450 |
2.490 |
High (YTD): |
4/8/2024 |
6.450 |
Low (YTD): |
7/9/2024 |
2.490 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.895 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.495 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.08% |
Volatility 6M: |
|
76.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |