BNP Paribas Call 200 NUE 20.06.20.../  DE000PC39FH1  /

Frankfurt Zert./BNP
2024-07-05  9:50:29 PM Chg.-0.080 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.540EUR -12.90% 0.550
Bid Size: 6,500
0.590
Ask Size: 6,500
Nucor Corporation 200.00 USD 2025-06-20 Call
 

Master data

WKN: PC39FH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-06-20
Issue date: 2024-01-31
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.06
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -4.26
Time value: 0.59
Break-even: 190.41
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.27
Theta: -0.02
Omega: 6.41
Rho: 0.31
 

Quote data

Open: 0.620
High: 0.620
Low: 0.540
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -38.64%
3 Months
  -82.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.540
1M High / 1M Low: 0.880 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.612
Avg. volume 1W:   0.000
Avg. price 1M:   0.665
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -