BNP Paribas Call 150 NUE 20.06.2025
/ DE000PC39FF5
BNP Paribas Call 150 NUE 20.06.20.../ DE000PC39FF5 /
| 18/10/2024 14:20:59 |
Chg.+0.070 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
+3.24% |
2.230
Bid Size: 6,800 |
2.430
Ask Size: 6,800 |
Nucor Corporation |
150.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC39FF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.75 |
| Time value: |
1.47 |
| Break-even: |
160.72 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.83% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
4.31 |
| Rho: |
0.49 |
Quote data
| Open: |
2.160 |
| High: |
2.230 |
| Low: |
2.160 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.86% |
| 1 Month |
|
|
+59.29% |
| 3 Months |
|
|
-24.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.810 |
| 1M High / 1M Low: |
2.160 |
1.400 |
| 6M High / 6M Low: |
5.350 |
1.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.05% |
| Volatility 6M: |
|
119.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
