BNP Paribas Call 160 NUE 20.09.2024
/ DE000PC39FC2
BNP Paribas Call 160 NUE 20.09.20.../ DE000PC39FC2 /
| 16/07/2024 10:20:56 |
Chg.-0.020 |
Bid10:25:19 |
Ask10:25:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-1.75% |
1.130
Bid Size: 6,100 |
1.330
Ask Size: 6,100 |
Nucor Corporation |
160.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39FC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.45 |
| Time value: |
0.73 |
| Break-even: |
158.61 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
3.51% |
| Delta: |
0.63 |
| Theta: |
-0.07 |
| Omega: |
8.02 |
| Rho: |
0.15 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.120 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+148.89% |
| 1 Month |
|
|
+53.42% |
| 3 Months |
|
|
-70.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.450 |
| 1M High / 1M Low: |
1.140 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
