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

Frankfurt Zert./BNP
7/29/2024  9:50:35 PM Chg.-0.009 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.015EUR -37.50% 0.013
Bid Size: 50,000
0.091
Ask Size: 50,000
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: 162.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -3.60
Time value: 0.09
Break-even: 185.19
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 3.63
Spread abs.: 0.07
Spread %: 333.33%
Delta: 0.09
Theta: -0.04
Omega: 15.05
Rho: 0.02
 

Quote data

Open: 0.021
High: 0.022
Low: 0.014
Previous Close: 0.024
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -70.59%
1 Month
  -68.09%
3 Months
  -96.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.011
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   8,379.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -