OverviewChartNewsTraderScreen

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

EUWAX
14/08/2024  08:24:53 Chg.+0.040 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.820EUR +5.13% -
Bid Size: -		 -
Ask Size: -		 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: 15.11
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.65
Time value: 0.86
Break-even: 145.01
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 4.88%
Delta: 0.47
Theta: -0.05
Omega: 7.12
Rho: 0.18
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.88%
1 Month
  -55.43%
3 Months
  -73.63%
YTD
  -77.35%
1 Year
  -79.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 0.780
1M High / 1M Low: 2.290 0.780
6M High / 6M Low: 5.470 0.780
High (YTD): 09/04/2024 5.470
Low (YTD): 13/08/2024 0.780
52W High: 09/04/2024 5.470
52W Low: 13/08/2024 0.780
Avg. price 1W:   1.022
Avg. volume 1W:   0.000
Avg. price 1M:   1.673
Avg. volume 1M:   0.000
Avg. price 6M:   3.113
Avg. volume 6M:   0.000
Avg. price 1Y:   3.150
Avg. volume 1Y:   0.000
Volatility 1M:   202.90%
Volatility 6M:   130.97%
Volatility 1Y:   111.54%
Volatility 3Y:   -