BNP Paribas Call 200 NUE 17.01.2025
/ DE000PN4D1G3
BNP Paribas Call 200 NUE 17.01.20.../ DE000PN4D1G3 /
2024-07-29 8:23:45 AM |
Chg.+0.050 |
Bid1:01:52 PM |
Ask1:01:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+22.73% |
0.260 Bid Size: 10,300 |
0.460 Ask Size: 10,300 |
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: |
49.42 |
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: |
187.28 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.04 |
Spread %: |
15.38% |
Delta: |
0.19 |
Theta: |
-0.03 |
Omega: |
9.58 |
Rho: |
0.12 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.86% |
1 Month |
|
|
+22.73% |
3 Months |
|
|
-72.45% |
YTD |
|
|
-80.29% |
1 Year |
|
|
-84.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.180 |
1M High / 1M Low: |
0.420 |
0.150 |
6M High / 6M Low: |
2.380 |
0.150 |
High (YTD): |
2024-04-09 |
2.380 |
Low (YTD): |
2024-07-10 |
0.150 |
52W High: |
2024-04-09 |
2.380 |
52W Low: |
2024-07-10 |
0.150 |
Avg. price 1W: |
|
0.264 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.273 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.127 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.196 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
321.25% |
Volatility 6M: |
|
202.27% |
Volatility 1Y: |
|
164.57% |
Volatility 3Y: |
|
- |