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

Frankfurt Zert./BNP
18/10/2024  21:50:25 Chg.+0.010 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
0.820EUR +1.23% 0.820
Bid Size: 6,500		 0.860
Ask Size: 6,500		 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: 16.74
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -0.16
Time value: 0.87
Break-even: 155.92
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 4.82%
Delta: 0.52
Theta: -0.08
Omega: 8.65
Rho: 0.11
 

Quote data

Open: 0.810
High: 0.870
Low: 0.790
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.26%
1 Month  
+51.85%
3 Months
  -46.05%
YTD
  -72.67%
1 Year
  -52.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.580
1M High / 1M Low: 0.820 0.440
6M High / 6M Low: 4.020 0.270
High (YTD): 08/04/2024 4.720
Low (YTD): 11/09/2024 0.270
52W High: 08/04/2024 4.720
52W Low: 11/09/2024 0.270
Avg. price 1W:   0.692
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   1.239
Avg. volume 6M:   0.000
Avg. price 1Y:   2.154
Avg. volume 1Y:   0.000
Volatility 1M:   250.06%
Volatility 6M:   213.01%
Volatility 1Y:   164.07%
Volatility 3Y:   -