BNP Paribas Call 160 NUE 20.09.2024
/ DE000PC39FC2
BNP Paribas Call 160 NUE 20.09.20.../ DE000PC39FC2 /
2024-07-31 8:50:43 AM |
Chg.-0.030 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-4.23% |
0.680 Bid Size: 4,412 |
0.880 Ask Size: 3,410 |
Nucor Corporation |
160.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC39FC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-0.05 |
Time value: |
0.72 |
Break-even: |
155.09 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.04 |
Spread %: |
5.88% |
Delta: |
0.53 |
Theta: |
-0.08 |
Omega: |
10.82 |
Rho: |
0.10 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.93% |
1 Month |
|
|
-18.07% |
3 Months |
|
|
-62.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.540 |
1M High / 1M Low: |
1.200 |
0.450 |
6M High / 6M Low: |
4.370 |
0.450 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.794 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.281 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.38% |
Volatility 6M: |
|
182.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |