BNP Paribas Call 200 NUE 17.01.20.../  DE000PN4D1G3  /

EUWAX
11/12/2024  8:25:15 AM Chg.-0.002 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.036EUR -5.26% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 200.00 USD 1/17/2025 Call
 

Master data

WKN: PN4D1G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 1/17/2025
Issue date: 6/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 163.92
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -3.84
Time value: 0.09
Break-even: 188.47
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 2.65
Spread abs.: 0.05
Spread %: 145.95%
Delta: 0.09
Theta: -0.03
Omega: 14.64
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.64%
1 Month
  -35.71%
3 Months
  -60.00%
YTD
  -97.37%
1 Year
  -95.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.001
1M High / 1M Low: 0.160 0.001
6M High / 6M Low: 0.880 0.001
High (YTD): 4/9/2024 2.380
Low (YTD): 11/6/2024 0.001
52W High: 4/9/2024 2.380
52W Low: 11/6/2024 0.001
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.813
Avg. volume 1Y:   0.000
Volatility 1M:   56,240.02%
Volatility 6M:   22,086.52%
Volatility 1Y:   15,622.37%
Volatility 3Y:   -