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

Frankfurt Zert./BNP
2024-07-26  9:50:29 PM Chg.+0.050 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.280EUR +21.74% 0.260
Bid Size: 11,600		 0.300
Ask Size: 11,600		 Nucor Corporation 200.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.40
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -3.60
Time value: 0.30
Break-even: 187.23
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 15.38%
Delta: 0.19
Theta: -0.03
Omega: 9.58
Rho: 0.12
 

Quote data

Open: 0.220
High: 0.280
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -3.45%
3 Months
  -71.43%
YTD
  -79.41%
1 Year
  -84.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.190
1M High / 1M Low: 0.420 0.160
6M High / 6M Low: 2.390 0.160
High (YTD): 2024-04-05 2.390
Low (YTD): 2024-07-09 0.160
52W High: 2024-04-05 2.390
52W Low: 2024-07-09 0.160
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   1.117
Avg. volume 6M:   0.000
Avg. price 1Y:   1.189
Avg. volume 1Y:   0.000
Volatility 1M:   318.27%
Volatility 6M:   202.45%
Volatility 1Y:   167.40%
Volatility 3Y:   -