BNP Paribas Call 150 NUE 20.09.2024
/ DE000PG2QB23
BNP Paribas Call 150 NUE 20.09.20.../ DE000PG2QB23 /
| 16/07/2024 10:50:37 |
Chg.0.000 |
Bid10:53:38 |
Ask10:53:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
0.00% |
1.780
Bid Size: 9,100 |
1.980
Ask Size: 9,100 |
Nucor Corporation |
150.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PG2QB2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
1.36 |
| Time value: |
0.46 |
| Break-even: |
155.84 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
2.25% |
| Delta: |
0.76 |
| Theta: |
-0.07 |
| Omega: |
6.34 |
| Rho: |
0.18 |
Quote data
| Open: |
1.780 |
| High: |
1.780 |
| Low: |
1.750 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+105.81% |
| 1 Month |
|
|
+45.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
0.860 |
| 1M High / 1M Low: |
1.770 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
