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

EUWAX
07/10/2024  12:59:38 Chg.-0.070 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.580EUR -10.77% -
Bid Size: -		 -
Ask Size: -		 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: 21.24
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -0.78
Time value: 0.65
Break-even: 152.35
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 6.56%
Delta: 0.42
Theta: -0.07
Omega: 8.93
Rho: 0.10
 

Quote data

Open: 0.600
High: 0.600
Low: 0.580
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month  
+107.14%
3 Months
  -49.57%
YTD
  -80.79%
1 Year
  -77.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.530
1M High / 1M Low: 0.660 0.280
6M High / 6M Low: 4.720 0.280
High (YTD): 09/04/2024 4.720
Low (YTD): 12/09/2024 0.280
52W High: 09/04/2024 4.720
52W Low: 12/09/2024 0.280
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   1.522
Avg. volume 6M:   0.000
Avg. price 1Y:   2.223
Avg. volume 1Y:   0.000
Volatility 1M:   239.58%
Volatility 6M:   197.41%
Volatility 1Y:   155.00%
Volatility 3Y:   -