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BNP Paribas Call 180 NUE 20.12.20.../  DE000PN4D1A6  /

EUWAX
2024-07-26  8:23:12 AM Chg.+0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.470EUR +14.63% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 180.00 USD 2024-12-20 Call
 

Master data

WKN: PN4D1A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.30
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -1.76
Time value: 0.61
Break-even: 171.91
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 7.02%
Delta: 0.35
Theta: -0.04
Omega: 8.40
Rho: 0.18
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.25%
1 Month  
+2.17%
3 Months
  -71.52%
YTD
  -76.73%
1 Year
  -80.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.410
1M High / 1M Low: 0.820 0.330
6M High / 6M Low: 3.370 0.330
High (YTD): 2024-04-09 3.370
Low (YTD): 2024-07-10 0.330
52W High: 2024-04-09 3.370
52W Low: 2024-07-10 0.330
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   1.741
Avg. volume 6M:   0.000
Avg. price 1Y:   1.774
Avg. volume 1Y:   0.000
Volatility 1M:   280.25%
Volatility 6M:   175.31%
Volatility 1Y:   143.99%
Volatility 3Y:   -