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

EUWAX
2024-07-05  8:22:03 AM Chg.+0.02 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.15EUR +1.77% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 160.00 USD 2024-12-20 Call
 

Master data

WKN: PN4D09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.39
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.57
Time value: 1.06
Break-even: 158.21
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 3.92%
Delta: 0.50
Theta: -0.04
Omega: 6.69
Rho: 0.28
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.50%
1 Month
  -25.32%
3 Months
  -75.05%
YTD
  -61.92%
1 Year
  -57.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.13
1M High / 1M Low: 1.64 0.95
6M High / 6M Low: 4.72 0.95
High (YTD): 2024-04-09 4.72
Low (YTD): 2024-06-26 0.95
52W High: 2024-04-09 4.72
52W Low: 2024-06-26 0.95
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   2.92
Avg. volume 6M:   0.00
Avg. price 1Y:   2.81
Avg. volume 1Y:   0.00
Volatility 1M:   154.62%
Volatility 6M:   115.65%
Volatility 1Y:   105.80%
Volatility 3Y:   -