BNP Paribas Call 200 NUE 20.09.20.../  DE000PC39FE8  /

Frankfurt Zert./BNP
05/07/2024  21:50:33 Chg.-0.006 Bid21:59:35 Ask21:59:35 Underlying Strike price Expiration date Option type
0.018EUR -25.00% 0.019
Bid Size: 41,700
0.091
Ask Size: 41,700
Nucor Corporation 200.00 USD 20/09/2024 Call
 

Master data

WKN: PC39FE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 20/09/2024
Issue date: 31/01/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 155.96
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -4.26
Time value: 0.09
Break-even: 185.42
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 2.61
Spread abs.: 0.07
Spread %: 378.95%
Delta: 0.09
Theta: -0.03
Omega: 13.34
Rho: 0.02
 

Quote data

Open: 0.024
High: 0.025
Low: 0.018
Previous Close: 0.024
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -61.70%
1 Month
  -74.29%
3 Months
  -98.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.001
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   8,183.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -