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

Frankfurt Zert./BNP
2024-11-12  9:50:30 PM Chg.-0.090 Bid9:59:13 PM Ask9:59:13 PM Underlying Strike price Expiration date Option type
0.130EUR -40.91% 0.130
Bid Size: 12,600		 0.170
Ask Size: 12,600		 Nucor Corporation 180.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.67
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.29
Parity: -1.96
Time value: 0.25
Break-even: 171.31
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.15
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.22
Theta: -0.05
Omega: 13.20
Rho: 0.06
 

Quote data

Open: 0.210
High: 0.210
Low: 0.100
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month
  -45.83%
3 Months
  -31.58%
YTD
  -93.78%
1 Year
  -90.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.100
1M High / 1M Low: 0.550 0.058
6M High / 6M Low: 1.600 0.058
High (YTD): 2024-04-05 3.480
Low (YTD): 2024-10-24 0.058
52W High: 2024-04-05 3.480
52W Low: 2024-10-24 0.058
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   0.000
Avg. price 1Y:   1.342
Avg. volume 1Y:   0.000
Volatility 1M:   1,688.76%
Volatility 6M:   698.24%
Volatility 1Y:   500.63%
Volatility 3Y:   -