BNP Paribas Call 200 NUE 19.12.2025
/ DE000PC1MDU3
BNP Paribas Call 200 NUE 19.12.20.../ DE000PC1MDU3 /
16/08/2024 21:50:31 |
Chg.+0.010 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+1.56% |
0.650 Bid Size: 5,800 |
0.690 Ask Size: 5,800 |
Nucor Corporation |
200.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PC1MDU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-4.97 |
Time value: |
0.69 |
Break-even: |
188.26 |
Moneyness: |
0.73 |
Premium: |
0.43 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.04 |
Spread %: |
6.15% |
Delta: |
0.28 |
Theta: |
-0.02 |
Omega: |
5.36 |
Rho: |
0.40 |
Quote data
Open: |
0.650 |
High: |
0.670 |
Low: |
0.630 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.80% |
1 Month |
|
|
-51.85% |
3 Months |
|
|
-64.67% |
YTD |
|
|
-71.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.560 |
1M High / 1M Low: |
1.410 |
0.560 |
6M High / 6M Low: |
3.650 |
0.560 |
High (YTD): |
08/04/2024 |
3.650 |
Low (YTD): |
14/08/2024 |
0.560 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.962 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.949 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.70% |
Volatility 6M: |
|
115.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |