BNP Paribas Call 180 NUE 16.01.20.../  DE000PC1MDW9  /

EUWAX
2024-11-07  12:57:51 PM Chg.+0.92 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
2.14EUR +75.41% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 180.00 USD 2026-01-16 Call
 

Master data

WKN: PC1MDW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.41
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.29
Parity: -1.14
Time value: 2.11
Break-even: 188.83
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 1.93%
Delta: 0.54
Theta: -0.03
Omega: 3.99
Rho: 0.75
 

Quote data

Open: 2.17
High: 2.17
Low: 2.14
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+127.66%
1 Month  
+59.70%
3 Months  
+56.20%
YTD
  -30.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 0.93
1M High / 1M Low: 1.57 0.89
6M High / 6M Low: 2.92 0.87
High (YTD): 2024-04-08 4.72
Low (YTD): 2024-09-06 0.87
52W High: - -
52W Low: - -
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.05%
Volatility 6M:   128.84%
Volatility 1Y:   -
Volatility 3Y:   -