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

Frankfurt Zert./BNP
6/27/2024  9:50:37 PM Chg.+0.003 Bid9:57:33 PM Ask9:57:33 PM Underlying Strike price Expiration date Option type
0.030EUR +11.11% 0.028
Bid Size: 36,400
0.091
Ask Size: 36,400
Nucor Corporation 200.00 USD 9/20/2024 Call
 

Master data

WKN: PC39FE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 159.03
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -4.25
Time value: 0.09
Break-even: 188.18
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 2.09
Spread abs.: 0.06
Spread %: 225.00%
Delta: 0.09
Theta: -0.02
Omega: 13.60
Rho: 0.03
 

Quote data

Open: 0.026
High: 0.031
Low: 0.024
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.40%
1 Month
  -86.36%
3 Months
  -98.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.019
1M High / 1M Low: 0.220 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   623.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -