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

EUWAX
04/09/2024  08:23:07 Chg.-0.260 Bid11:50:06 Ask11:50:06 Underlying Strike price Expiration date Option type
0.540EUR -32.50% 0.530
Bid Size: 5,661		 0.810
Ask Size: 4,450		 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: 21.43
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -1.41
Time value: 0.61
Break-even: 150.92
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 7.02%
Delta: 0.37
Theta: -0.04
Omega: 7.92
Rho: 0.16
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.87%
1 Month
  -51.79%
3 Months
  -72.45%
YTD
  -82.52%
1 Year
  -84.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.700
1M High / 1M Low: 1.080 0.530
6M High / 6M Low: 4.790 0.530
High (YTD): 09/04/2024 4.790
Low (YTD): 21/08/2024 0.530
52W High: 09/04/2024 4.790
52W Low: 21/08/2024 0.530
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.707
Avg. volume 1M:   0.000
Avg. price 6M:   2.245
Avg. volume 6M:   0.000
Avg. price 1Y:   2.508
Avg. volume 1Y:   0.000
Volatility 1M:   197.60%
Volatility 6M:   151.22%
Volatility 1Y:   127.21%
Volatility 3Y:   -