BNP Paribas Call 150 NUE 20.09.2024
/ DE000PG2QB23
BNP Paribas Call 150 NUE 20.09.20.../ DE000PG2QB23 /
| 2024-07-26 9:50:28 PM |
Chg.+0.250 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+21.19% |
1.390
Bid Size: 7,400 |
1.430
Ask Size: 7,400 |
Nucor Corporation |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PG2QB2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.00 |
| Time value: |
0.43 |
| Break-even: |
152.48 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
2.88% |
| Delta: |
0.73 |
| Theta: |
-0.07 |
| Omega: |
7.60 |
| Rho: |
0.14 |
Quote data
| Open: |
1.150 |
| High: |
1.460 |
| Low: |
1.150 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.27% |
| 1 Month |
|
|
+3.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.040 |
| 1M High / 1M Low: |
1.860 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
