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BNP Paribas Call 180 NUE 17.01.20.../  DE000PN4D1F5  /

EUWAX
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:   -