BNP Paribas Call 200 NUE 20.06.2025
/ DE000PC39FH1
BNP Paribas Call 200 NUE 20.06.20.../ DE000PC39FH1 /
9/4/2024 8:19:53 AM |
Chg.-0.120 |
Bid12:19:47 PM |
Ask12:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-30.00% |
0.270 Bid Size: 10,000 |
0.550 Ask Size: 5,455 |
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: |
39.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-5.03 |
Time value: |
0.33 |
Break-even: |
184.32 |
Moneyness: |
0.72 |
Premium: |
0.41 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.04 |
Spread %: |
13.79% |
Delta: |
0.18 |
Theta: |
-0.02 |
Omega: |
7.29 |
Rho: |
0.16 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.32% |
1 Month |
|
|
-49.09% |
3 Months |
|
|
-73.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.350 |
1M High / 1M Low: |
0.540 |
0.270 |
6M High / 6M Low: |
3.060 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.384 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.285 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.88% |
Volatility 6M: |
|
161.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |