BNP Paribas Call 180 NUE 19.12.2025
/ DE000PC1MDR9
BNP Paribas Call 180 NUE 19.12.20.../ DE000PC1MDR9 /
9/4/2024 7:05:20 PM |
Chg.-0.050 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
-4.85% |
0.980 Bid Size: 10,600 |
1.020 Ask Size: 10,600 |
Nucor Corporation |
180.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC1MDR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-3.22 |
Time value: |
1.07 |
Break-even: |
173.62 |
Moneyness: |
0.80 |
Premium: |
0.33 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
3.88% |
Delta: |
0.39 |
Theta: |
-0.02 |
Omega: |
4.71 |
Rho: |
0.51 |
Quote data
Open: |
1.000 |
High: |
1.020 |
Low: |
0.970 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.52% |
1 Month |
|
|
-24.62% |
3 Months |
|
|
-50.25% |
YTD |
|
|
-67.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.280 |
1.030 |
1M High / 1M Low: |
1.310 |
0.920 |
6M High / 6M Low: |
4.660 |
0.920 |
High (YTD): |
4/8/2024 |
4.660 |
Low (YTD): |
8/14/2024 |
0.920 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.192 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.432 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.66% |
Volatility 6M: |
|
107.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |