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

Frankfurt Zert./BNP
2024-07-31  8:50:46 AM Chg.-0.040 Bid8:55:06 AM Ask8:55:06 AM Underlying Strike price Expiration date Option type
1.790EUR -2.19% 1.790
Bid Size: 2,200		 1.990
Ask Size: 2,200		 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: 8.10
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.87
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 0.87
Time value: 0.95
Break-even: 156.89
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 2.25%
Delta: 0.68
Theta: -0.05
Omega: 5.47
Rho: 0.32
 

Quote data

Open: 1.790
High: 1.790
Low: 1.790
Previous Close: 1.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.48%
1 Month
  -3.24%
3 Months
  -38.06%
YTD
  -50.28%
1 Year
  -54.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.930 1.550
1M High / 1M Low: 2.300 1.320
6M High / 6M Low: 5.470 1.320
High (YTD): 2024-04-08 5.470
Low (YTD): 2024-07-09 1.320
52W High: 2024-04-08 5.470
52W Low: 2024-07-09 1.320
Avg. price 1W:   1.766
Avg. volume 1W:   0.000
Avg. price 1M:   1.823
Avg. volume 1M:   0.000
Avg. price 6M:   3.333
Avg. volume 6M:   0.000
Avg. price 1Y:   3.236
Avg. volume 1Y:   0.000
Volatility 1M:   162.78%
Volatility 6M:   111.04%
Volatility 1Y:   103.12%
Volatility 3Y:   -