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BNP Paribas Call 150 NUE 20.12.20.../  DE000PN4D086  /

Frankfurt Zert./BNP
15/11/2024  21:50:33 Chg.0.000 Bid21:58:09 Ask21:58:09 Underlying Strike price Expiration date Option type
0.450EUR 0.00% 0.460
Bid Size: 6,522		 0.580
Ask Size: 5,200		 Nucor Corporation 150.00 USD 20/12/2024 Call
 

Master data

WKN: PN4D08
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/12/2024
Issue date: 06/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.80
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -0.34
Time value: 0.50
Break-even: 147.45
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.85
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.45
Theta: -0.09
Omega: 12.45
Rho: 0.05
 

Quote data

Open: 0.420
High: 0.530
Low: 0.410
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.53%
1 Month
  -55.88%
3 Months
  -48.86%
YTD
  -87.50%
1 Year
  -82.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 0.450
1M High / 1M Low: 2.020 0.440
6M High / 6M Low: 3.220 0.440
High (YTD): 08/04/2024 5.470
Low (YTD): 24/10/2024 0.440
52W High: 08/04/2024 5.470
52W Low: 24/10/2024 0.440
Avg. price 1W:   0.900
Avg. volume 1W:   0.000
Avg. price 1M:   0.872
Avg. volume 1M:   0.000
Avg. price 6M:   1.389
Avg. volume 6M:   0.000
Avg. price 1Y:   2.583
Avg. volume 1Y:   0.000
Volatility 1M:   933.26%
Volatility 6M:   411.34%
Volatility 1Y:   298.18%
Volatility 3Y:   -