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BNP Paribas Call 160 NUE 20.12.20.../  DE000PN4D094  /

Frankfurt Zert./BNP
9/4/2024  9:20:58 AM Chg.-0.010 Bid9:22:44 AM Ask9:22:44 AM Underlying Strike price Expiration date Option type
0.450EUR -2.17% 0.440
Bid Size: 6,819		 0.640
Ask Size: 5,000		 Nucor Corporation 160.00 USD 12/20/2024 Call
 

Master data

WKN: PN4D09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.95
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.73
Time value: 0.81
Break-even: 152.67
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.43
Spread abs.: 0.11
Spread %: 15.71%
Delta: 0.45
Theta: -0.05
Omega: 7.68
Rho: 0.16
 

Quote data

Open: 0.440
High: 0.450
Low: 0.440
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -47.67%
3 Months
  -70.97%
YTD
  -85.00%
1 Year
  -86.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.460
1M High / 1M Low: 0.890 0.430
6M High / 6M Low: 4.720 0.430
High (YTD): 4/8/2024 4.720
Low (YTD): 8/14/2024 0.430
52W High: 4/8/2024 4.720
52W Low: 8/14/2024 0.430
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.597
Avg. volume 1M:   0.000
Avg. price 6M:   2.128
Avg. volume 6M:   0.000
Avg. price 1Y:   2.413
Avg. volume 1Y:   0.000
Volatility 1M:   235.25%
Volatility 6M:   162.13%
Volatility 1Y:   136.86%
Volatility 3Y:   -