BNP Paribas Call 200 NUE 17.01.2025
/ DE000PN4D1G3
BNP Paribas Call 200 NUE 17.01.20.../ DE000PN4D1G3 /
16/08/2024 08:25:23 |
Chg.+0.013 |
Bid15:50:37 |
Ask15:50:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
+22.81% |
0.070 Bid Size: 46,000 |
0.110 Ask Size: 46,000 |
Nucor Corporation |
200.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PN4D1G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
06/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
120.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-4.99 |
Time value: |
0.11 |
Break-even: |
183.37 |
Moneyness: |
0.73 |
Premium: |
0.39 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.04 |
Spread %: |
57.14% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
11.02 |
Rho: |
0.05 |
Quote data
Open: |
0.070 |
High: |
0.070 |
Low: |
0.070 |
Previous Close: |
0.057 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.36% |
1 Month |
|
|
-82.93% |
3 Months |
|
|
-92.05% |
YTD |
|
|
-94.89% |
1 Year |
|
|
-96.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.057 |
1M High / 1M Low: |
0.420 |
0.057 |
6M High / 6M Low: |
2.380 |
0.057 |
High (YTD): |
09/04/2024 |
2.380 |
Low (YTD): |
15/08/2024 |
0.057 |
52W High: |
09/04/2024 |
2.380 |
52W Low: |
15/08/2024 |
0.057 |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.963 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.107 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
437.52% |
Volatility 6M: |
|
251.74% |
Volatility 1Y: |
|
200.02% |
Volatility 3Y: |
|
- |