BNP Paribas Call 170 NUE 17.01.2025
/ DE000PG2QB49
BNP Paribas Call 170 NUE 17.01.20.../ DE000PG2QB49 /
| 2024-07-29 9:22:45 AM |
Chg.+0.150 |
Bid1:55:49 PM |
Ask1:55:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+17.65% |
0.990
Bid Size: 7,100 |
1.190
Ask Size: 7,100 |
Nucor Corporation |
170.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PG2QB4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.84 |
| Time value: |
1.03 |
| Break-even: |
166.94 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
4.04% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
6.80 |
| Rho: |
0.28 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
+21.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.750 |
| 1M High / 1M Low: |
1.300 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
