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

EUWAX
2024-07-26  8:19:45 AM Chg.+0.070 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.620EUR +12.73% -
Bid Size: -
-
Ask Size: -
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: 19.76
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -3.60
Time value: 0.75
Break-even: 191.73
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.31
Theta: -0.03
Omega: 6.17
Rho: 0.35
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.87%
1 Month  
+3.33%
3 Months
  -61.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.550
1M High / 1M Low: 0.910 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.686
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -