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

Frankfurt Zert./BNP
9/3/2024  9:50:30 PM Chg.-0.028 Bid9:55:32 PM Ask9:55:32 PM Underlying Strike price Expiration date Option type
0.052EUR -35.00% 0.052
Bid Size: 24,000		 0.092
Ask Size: 24,000		 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: 68.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -4.35
Time value: 0.20
Break-even: 182.71
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 1.15
Spread abs.: 0.11
Spread %: 122.22%
Delta: 0.14
Theta: -0.03
Omega: 9.72
Rho: 0.07
 

Quote data

Open: 0.080
High: 0.080
Low: 0.047
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month
  -67.50%
3 Months
  -86.67%
YTD
  -96.18%
1 Year
  -97.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.052
1M High / 1M Low: 0.160 0.052
6M High / 6M Low: 2.390 0.052
High (YTD): 4/5/2024 2.390
Low (YTD): 9/3/2024 0.052
52W High: 4/5/2024 2.390
52W Low: 9/3/2024 0.052
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.787
Avg. volume 6M:   0.000
Avg. price 1Y:   1.010
Avg. volume 1Y:   0.000
Volatility 1M:   368.11%
Volatility 6M:   244.58%
Volatility 1Y:   200.21%
Volatility 3Y:   -