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BNP Paribas Call 160 NUE 17.01.20.../  DE000PN4D1E8  /

Frankfurt Zert./BNP
05/07/2024  21:50:30 Chg.-0.130 Bid21:59:45 Ask21:59:45 Underlying Strike price Expiration date Option type
1.120EUR -10.40% 1.120
Bid Size: 7,100		 1.160
Ask Size: 7,100		 Nucor Corporation 160.00 USD 17/01/2025 Call
 

Master data

WKN: PN4D1E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 17/01/2025
Issue date: 06/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.24
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.57
Time value: 1.16
Break-even: 159.21
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 3.57%
Delta: 0.51
Theta: -0.04
Omega: 6.25
Rho: 0.33
 

Quote data

Open: 1.250
High: 1.250
Low: 1.110
Previous Close: 1.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.50%
1 Month
  -30.43%
3 Months
  -76.62%
YTD
  -63.52%
1 Year
  -62.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.120
1M High / 1M Low: 1.420 1.050
6M High / 6M Low: 4.790 1.050
High (YTD): 08/04/2024 4.790
Low (YTD): 25/06/2024 1.050
52W High: 08/04/2024 4.790
52W Low: 25/06/2024 1.050
Avg. price 1W:   1.240
Avg. volume 1W:   0.000
Avg. price 1M:   1.280
Avg. volume 1M:   0.000
Avg. price 6M:   2.986
Avg. volume 6M:   0.000
Avg. price 1Y:   2.869
Avg. volume 1Y:   0.000
Volatility 1M:   139.41%
Volatility 6M:   110.92%
Volatility 1Y:   103.32%
Volatility 3Y:   -