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

Frankfurt Zert./BNP
08/11/2024  21:50:21 Chg.-0.270 Bid21:59:28 Ask21:59:28 Underlying Strike price Expiration date Option type
1.140EUR -19.15% 1.200
Bid Size: 6,100		 1.240
Ask Size: 6,100		 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: 11.95
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.82
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 0.82
Time value: 0.42
Break-even: 152.36
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 3.33%
Delta: 0.71
Theta: -0.09
Omega: 8.46
Rho: 0.10
 

Quote data

Open: 1.380
High: 1.390
Low: 1.130
Previous Close: 1.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+111.11%
1 Month  
+16.33%
3 Months  
+18.75%
YTD
  -68.33%
1 Year
  -52.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 0.550
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:   1.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.899
Avg. volume 1M:   0.000
Avg. price 6M:   1.445
Avg. volume 6M:   0.000
Avg. price 1Y:   2.609
Avg. volume 1Y:   0.000
Volatility 1M:   929.94%
Volatility 6M:   405.98%
Volatility 1Y:   293.89%
Volatility 3Y:   -