BNP Paribas Call 150 NUE 20.12.2024
/ DE000PN4D086
BNP Paribas Call 150 NUE 20.12.20.../ DE000PN4D086 /
2024-09-06 8:25:09 AM |
Chg.-0.090 |
Bid7:35:46 PM |
Ask7:35:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-14.29% |
0.590 Bid Size: 19,400 |
0.630 Ask Size: 19,400 |
Nucor Corporation |
150.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN4D08 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
-0.94 |
Time value: |
0.63 |
Break-even: |
141.30 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.04 |
Spread %: |
6.78% |
Delta: |
0.41 |
Theta: |
-0.05 |
Omega: |
8.15 |
Rho: |
0.13 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.57% |
1 Month |
|
|
-62.24% |
3 Months |
|
|
-74.29% |
YTD |
|
|
-85.08% |
1 Year |
|
|
-85.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.630 |
1M High / 1M Low: |
1.430 |
0.630 |
6M High / 6M Low: |
5.470 |
0.630 |
High (YTD): |
2024-04-09 |
5.470 |
Low (YTD): |
2024-09-05 |
0.630 |
52W High: |
2024-04-09 |
5.470 |
52W Low: |
2024-09-05 |
0.630 |
Avg. price 1W: |
|
0.938 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.956 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.665 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.955 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
196.89% |
Volatility 6M: |
|
145.42% |
Volatility 1Y: |
|
121.30% |
Volatility 3Y: |
|
- |