BNP Paribas Call 180 NUE 17.01.2025
/ DE000PN4D1F5
BNP Paribas Call 180 NUE 17.01.20.../ DE000PN4D1F5 /
8/16/2024 8:25:23 AM |
Chg.+0.030 |
Bid7:00:21 PM |
Ask7:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+15.79% |
0.210 Bid Size: 25,000 |
0.250 Ask Size: 25,000 |
Nucor Corporation |
180.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PN4D1F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
6/6/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
50.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-3.17 |
Time value: |
0.26 |
Break-even: |
166.65 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.04 |
Spread %: |
18.18% |
Delta: |
0.19 |
Theta: |
-0.03 |
Omega: |
9.73 |
Rho: |
0.10 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.14% |
1 Month |
|
|
-75.28% |
3 Months |
|
|
-86.34% |
YTD |
|
|
-89.52% |
1 Year |
|
|
-91.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.190 |
1M High / 1M Low: |
0.920 |
0.190 |
6M High / 6M Low: |
3.470 |
0.190 |
High (YTD): |
4/9/2024 |
3.470 |
Low (YTD): |
8/15/2024 |
0.190 |
52W High: |
4/9/2024 |
3.470 |
52W Low: |
8/15/2024 |
0.190 |
Avg. price 1W: |
|
0.226 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.605 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.744 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
300.49% |
Volatility 6M: |
|
190.51% |
Volatility 1Y: |
|
156.19% |
Volatility 3Y: |
|
- |