BNP Paribas Call 200 NUE 17.01.2025
/ DE000PN4D1G3
BNP Paribas Call 200 NUE 17.01.20.../ DE000PN4D1G3 /
2024-07-31 9:20:58 AM |
Chg.-0.010 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-4.00% |
0.240 Bid Size: 10,000 |
0.440 Ask Size: 6,819 |
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: |
54.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-3.75 |
Time value: |
0.27 |
Break-even: |
187.56 |
Moneyness: |
0.80 |
Premium: |
0.27 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.04 |
Spread %: |
17.39% |
Delta: |
0.18 |
Theta: |
-0.03 |
Omega: |
9.81 |
Rho: |
0.11 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+26.32% |
1 Month |
|
|
-17.24% |
3 Months |
|
|
-69.23% |
YTD |
|
|
-82.35% |
1 Year |
|
|
-87.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
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: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.095 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.179 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
310.65% |
Volatility 6M: |
|
193.08% |
Volatility 1Y: |
|
167.57% |
Volatility 3Y: |
|
- |