OverviewChartNewsTraderScreen

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

EUWAX
9/4/2024  8:23:08 AM Chg.-0.080 Bid7:21:48 PM Ask7:21:48 PM Underlying Strike price Expiration date Option type
0.120EUR -40.00% 0.110
Bid Size: 37,400		 0.150
Ask Size: 37,400		 Nucor Corporation 180.00 USD 12/20/2024 Call
 

Master data

WKN: PN4D1A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.90
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -3.22
Time value: 0.17
Break-even: 164.62
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 1.20
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.15
Theta: -0.03
Omega: 11.38
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -70.73%
3 Months
  -87.37%
YTD
  -94.06%
1 Year
  -95.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.420 0.120
6M High / 6M Low: 3.370 0.120
High (YTD): 4/9/2024 3.370
Low (YTD): 8/26/2024 0.120
52W High: 4/9/2024 3.370
52W Low: 8/26/2024 0.120
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   1.278
Avg. volume 6M:   0.000
Avg. price 1Y:   1.545
Avg. volume 1Y:   0.000
Volatility 1M:   401.95%
Volatility 6M:   238.95%
Volatility 1Y:   188.39%
Volatility 3Y:   -