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

EUWAX
2024-09-26  8:23:38 AM Chg.-0.040 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.890EUR -4.30% -
Bid Size: -		 -
Ask Size: -		 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: 13.38
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -0.10
Time value: 1.00
Break-even: 144.77
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.40
Spread abs.: 0.04
Spread %: 4.17%
Delta: 0.54
Theta: -0.06
Omega: 7.20
Rho: 0.14
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.20%
1 Month
  -17.59%
3 Months
  -43.31%
YTD
  -75.41%
1 Year
  -69.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.770
1M High / 1M Low: 1.130 0.520
6M High / 6M Low: 5.470 0.520
High (YTD): 2024-04-09 5.470
Low (YTD): 2024-09-12 0.520
52W High: 2024-04-09 5.470
52W Low: 2024-09-12 0.520
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   2.230
Avg. volume 6M:   0.000
Avg. price 1Y:   2.813
Avg. volume 1Y:   0.000
Volatility 1M:   228.73%
Volatility 6M:   160.99%
Volatility 1Y:   129.66%
Volatility 3Y:   -