BNP Paribas Call 150 NUE 20.09.2024
/ DE000PG2QB23
BNP Paribas Call 150 NUE 20.09.20.../ DE000PG2QB23 /
| 2024-07-30 9:23:58 AM |
Chg.- |
Bid8:34:32 AM |
Ask8:34:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
- |
1.27
Bid Size: 3,350 |
1.47
Ask Size: 3,350 |
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: |
11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.87 |
| Time value: |
0.43 |
| Break-even: |
151.69 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
3.17% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
8.13 |
| Rho: |
0.13 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.35% |
| 1 Month |
|
|
+14.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.00 |
| 1M High / 1M Low: |
1.84 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
