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

EUWAX
2024-09-06  8:25:09 AM Chg.-0.060 Bid5:12:53 PM Ask5:12:53 PM Underlying Strike price Expiration date Option type
0.380EUR -13.64% 0.400
Bid Size: 21,800		 0.440
Ask Size: 21,800		 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: 27.31
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -1.84
Time value: 0.46
Break-even: 148.60
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.59
Spread abs.: 0.04
Spread %: 9.52%
Delta: 0.31
Theta: -0.04
Omega: 8.44
Rho: 0.12
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -64.81%
3 Months
  -76.97%
YTD
  -87.70%
1 Year
  -88.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.440
1M High / 1M Low: 1.080 0.440
6M High / 6M Low: 4.790 0.440
High (YTD): 2024-04-09 4.790
Low (YTD): 2024-09-05 0.440
52W High: 2024-04-09 4.790
52W Low: 2024-09-05 0.440
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.681
Avg. volume 1M:   0.000
Avg. price 6M:   2.191
Avg. volume 6M:   0.000
Avg. price 1Y:   2.485
Avg. volume 1Y:   0.000
Volatility 1M:   210.76%
Volatility 6M:   159.08%
Volatility 1Y:   132.18%
Volatility 3Y:   -