BNP Paribas Call 180 NUE 19.12.20.../  DE000PC1MDR9  /

EUWAX
28/06/2024  09:14:11 Chg.0.00 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.56EUR 0.00% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 180.00 USD 19/12/2025 Call
 

Master data

WKN: PC1MDR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.29
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -2.05
Time value: 1.78
Break-even: 185.81
Moneyness: 0.88
Premium: 0.26
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 2.30%
Delta: 0.50
Theta: -0.03
Omega: 4.12
Rho: 0.82
 

Quote data

Open: 1.56
High: 1.56
Low: 1.56
Previous Close: 1.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -29.41%
3 Months
  -65.10%
YTD
  -48.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.44
1M High / 1M Low: 2.40 1.44
6M High / 6M Low: 4.67 1.44
High (YTD): 08/04/2024 4.67
Low (YTD): 26/06/2024 1.44
52W High: - -
52W Low: - -
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   3.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.23%
Volatility 6M:   89.81%
Volatility 1Y:   -
Volatility 3Y:   -