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

EUWAX
2024-07-05  8:22:03 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.490EUR +6.52% -
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: 31.54
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -2.41
Time value: 0.45
Break-even: 170.56
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 9.76%
Delta: 0.28
Theta: -0.03
Omega: 8.78
Rho: 0.16
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month
  -34.67%
3 Months
  -85.06%
YTD
  -75.74%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.460
1M High / 1M Low: 0.810 0.390
6M High / 6M Low: 3.370 0.390
High (YTD): 2024-04-09 3.370
Low (YTD): 2024-06-26 0.390
52W High: 2024-04-09 3.370
52W Low: 2024-06-26 0.390
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   1.877
Avg. volume 6M:   0.000
Avg. price 1Y:   1.880
Avg. volume 1Y:   0.000
Volatility 1M:   196.37%
Volatility 6M:   146.02%
Volatility 1Y:   129.23%
Volatility 3Y:   -