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

Frankfurt Zert./BNP
11/8/2024  9:50:30 PM Chg.-0.100 Bid9:55:25 PM Ask9:55:25 PM Underlying Strike price Expiration date Option type
0.410EUR -19.61% 0.420
Bid Size: 8,100
0.460
Ask Size: 8,100
Nucor Corporation 200.00 USD 6/20/2025 Call
 

Master data

WKN: PC39FH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 6/20/2025
Issue date: 1/31/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.22
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -3.84
Time value: 0.46
Break-even: 191.21
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.52
Spread abs.: 0.04
Spread %: 9.52%
Delta: 0.24
Theta: -0.03
Omega: 7.64
Rho: 0.19
 

Quote data

Open: 0.500
High: 0.500
Low: 0.400
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+95.24%
1 Month  
+20.59%
3 Months  
+17.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.220
1M High / 1M Low: 0.760 0.170
6M High / 6M Low: 1.470 0.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.568
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   859.99%
Volatility 6M:   383.86%
Volatility 1Y:   -
Volatility 3Y:   -