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

EUWAX
7/16/2024  8:23:11 AM Chg.+0.22 Bid2:46:35 PM Ask2:46:35 PM Underlying Strike price Expiration date Option type
2.23EUR +10.95% 2.19
Bid Size: 8,900		 2.39
Ask Size: 8,900		 Nucor Corporation 150.00 USD 12/20/2024 Call
 

Master data

WKN: PN4D08
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 1.36
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 1.36
Time value: 0.90
Break-even: 160.24
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 1.80%
Delta: 0.72
Theta: -0.05
Omega: 4.84
Rho: 0.37
 

Quote data

Open: 2.23
High: 2.23
Low: 2.23
Previous Close: 2.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.04%
1 Month  
+36.81%
3 Months
  -55.13%
YTD
  -38.40%
1 Year
  -38.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.01 1.28
1M High / 1M Low: 2.01 1.28
6M High / 6M Low: 5.47 1.28
High (YTD): 4/9/2024 5.47
Low (YTD): 7/10/2024 1.28
52W High: 4/9/2024 5.47
52W Low: 7/10/2024 1.28
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.65
Avg. volume 1M:   0.00
Avg. price 6M:   3.48
Avg. volume 6M:   0.00
Avg. price 1Y:   3.32
Avg. volume 1Y:   0.00
Volatility 1M:   166.01%
Volatility 6M:   111.29%
Volatility 1Y:   99.50%
Volatility 3Y:   -