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

Frankfurt Zert./BNP
2024-07-31  8:50:49 AM Chg.-0.003 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
0.012EUR -20.00% 0.012
Bid Size: 25,000
0.210
Ask Size: 25,000
Nucor Corporation 200.00 USD 2024-09-20 Call
 

Master data

WKN: PC39FE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 161.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -3.75
Time value: 0.09
Break-even: 185.77
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 4.09
Spread abs.: 0.08
Spread %: 600.00%
Delta: 0.09
Theta: -0.04
Omega: 14.65
Rho: 0.02
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.015
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -74.47%
3 Months
  -96.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.011
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: 1.780 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.657
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   7,979.22%
Volatility 6M:   3,236.76%
Volatility 1Y:   -
Volatility 3Y:   -