BNP Paribas Call 160 NUE 20.09.2024
/ DE000PC39FC2
BNP Paribas Call 160 NUE 20.09.20.../ DE000PC39FC2 /
| 2024-07-29 8:21:40 AM |
Chg.+0.190 |
Bid2:31:30 PM |
Ask2:31:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+31.15% |
0.770
Bid Size: 5,000 |
0.970
Ask Size: 5,000 |
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: |
17.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.08 |
| Time value: |
0.75 |
| Break-even: |
155.73 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
0.56 |
| Theta: |
-0.08 |
| Omega: |
9.98 |
| Rho: |
0.11 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.19% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
-64.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.510 |
| 1M High / 1M Low: |
1.190 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
