BNP Paribas Call 200 NUE 19.12.20.../  DE000PC1MDU3  /

EUWAX
7/5/2024  9:13:26 AM Chg.+0.02 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.06EUR +1.92% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 200.00 USD 12/19/2025 Call
 

Master data

WKN: PC1MDU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.19
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -4.26
Time value: 1.00
Break-even: 194.51
Moneyness: 0.77
Premium: 0.37
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 4.17%
Delta: 0.35
Theta: -0.02
Omega: 4.93
Rho: 0.57
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.92%
1 Month
  -24.29%
3 Months
  -70.22%
YTD
  -54.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.17 1.04
1M High / 1M Low: 1.40 0.93
6M High / 6M Low: 3.67 0.93
High (YTD): 4/8/2024 3.67
Low (YTD): 6/26/2024 0.93
52W High: - -
52W Low: - -
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   2.29
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.60%
Volatility 6M:   102.23%
Volatility 1Y:   -
Volatility 3Y:   -