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

EUWAX
2024-07-31  8:22:47 AM Chg.+0.010 Bid9:01:15 AM Ask9:01:15 AM Underlying Strike price Expiration date Option type
0.240EUR +4.35% 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: 52.65
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -3.75
Time value: 0.28
Break-even: 187.72
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.68
Spread abs.: 0.04
Spread %: 16.67%
Delta: 0.18
Theta: -0.03
Omega: 9.66
Rho: 0.11
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+9.09%
3 Months
  -74.47%
YTD
  -82.48%
1 Year
  -87.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 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:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   1.107
Avg. volume 6M:   0.000
Avg. price 1Y:   1.188
Avg. volume 1Y:   0.000
Volatility 1M:   319.29%
Volatility 6M:   197.38%
Volatility 1Y:   166.10%
Volatility 3Y:   -