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

Frankfurt Zert./BNP
28/06/2024  21:50:26 Chg.+0.190 Bid21:59:14 Ask21:59:14 Underlying Strike price Expiration date Option type
1.310EUR +16.96% 1.300
Bid Size: 7,300		 1.340
Ask Size: 7,300		 Nucor Corporation 160.00 USD 20/12/2024 Call
 

Master data

WKN: PN4D09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/12/2024
Issue date: 06/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.01
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.18
Time value: 1.34
Break-even: 162.74
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 3.08%
Delta: 0.55
Theta: -0.04
Omega: 6.10
Rho: 0.33
 

Quote data

Open: 1.090
High: 1.410
Low: 1.090
Previous Close: 1.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.77%
1 Month
  -29.95%
3 Months
  -70.69%
YTD
  -56.33%
1 Year
  -57.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.950
1M High / 1M Low: 1.950 0.950
6M High / 6M Low: 4.720 0.950
High (YTD): 08/04/2024 4.720
Low (YTD): 25/06/2024 0.950
52W High: 08/04/2024 4.720
52W Low: 25/06/2024 0.950
Avg. price 1W:   1.130
Avg. volume 1W:   0.000
Avg. price 1M:   1.353
Avg. volume 1M:   0.000
Avg. price 6M:   2.972
Avg. volume 6M:   0.000
Avg. price 1Y:   2.831
Avg. volume 1Y:   0.000
Volatility 1M:   155.98%
Volatility 6M:   115.44%
Volatility 1Y:   106.00%
Volatility 3Y:   -