OverviewChartNewsTraderScreen

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

EUWAX
2024-11-15  8:25:13 AM Chg.-0.210 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.280EUR -42.86% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 160.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.72
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.30
Parity: -1.29
Time value: 0.35
Break-even: 155.45
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.91
Spread abs.: 0.04
Spread %: 12.90%
Delta: 0.30
Theta: -0.06
Omega: 11.97
Rho: 0.07
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.57%
1 Month
  -58.82%
3 Months
  -55.56%
YTD
  -90.94%
1 Year
  -85.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.280
1M High / 1M Low: 1.490 0.280
6M High / 6M Low: 2.670 0.280
High (YTD): 2024-04-09 4.790
Low (YTD): 2024-11-15 0.280
52W High: 2024-04-09 4.790
52W Low: 2024-11-15 0.280
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   1.040
Avg. volume 6M:   0.000
Avg. price 1Y:   2.142
Avg. volume 1Y:   0.000
Volatility 1M:   709.88%
Volatility 6M:   334.76%
Volatility 1Y:   246.72%
Volatility 3Y:   -