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

EUWAX
2024-06-27  8:22:14 AM Chg.+0.14 Bid4:10:38 PM Ask4:10:38 PM Underlying Strike price Expiration date Option type
1.19EUR +13.33% 1.19
Bid Size: 13,800		 1.23
Ask Size: 13,800		 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: 11.67
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.51
Time value: 1.24
Break-even: 162.21
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 3.33%
Delta: 0.52
Theta: -0.04
Omega: 6.09
Rho: 0.35
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.16%
1 Month
  -47.58%
3 Months
  -72.20%
YTD
  -61.49%
1 Year
  -59.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.05
1M High / 1M Low: 2.30 1.05
6M High / 6M Low: 4.79 1.05
High (YTD): 2024-04-09 4.79
Low (YTD): 2024-06-26 1.05
52W High: 2024-04-09 4.79
52W Low: 2024-06-26 1.05
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   3.11
Avg. volume 6M:   0.00
Avg. price 1Y:   2.93
Avg. volume 1Y:   0.00
Volatility 1M:   122.77%
Volatility 6M:   105.33%
Volatility 1Y:   99.99%
Volatility 3Y:   -