OverviewChartNewsTraderScreen

BNP Paribas Call 200 NUE 20.12.20.../  DE000PN4D1B4  /

EUWAX
9/3/2024  8:24:02 AM Chg.- Bid8:05:21 AM Ask8:05:21 AM Underlying Strike price Expiration date Option type
0.045EUR - 0.023
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Nucor Corporation 200.00 USD 12/20/2024 Call
 

Master data

WKN: PN4D1B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -4.35
Time value: 0.17
Break-even: 182.41
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 1.61
Spread abs.: 0.12
Spread %: 261.70%
Delta: 0.13
Theta: -0.03
Omega: 10.31
Rho: 0.05
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -67.86%
3 Months
  -89.53%
YTD
  -96.51%
1 Year
  -97.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.040
1M High / 1M Low: 0.130 0.001
6M High / 6M Low: 2.270 0.001
High (YTD): 4/8/2024 2.270
Low (YTD): 8/26/2024 0.001
52W High: 4/8/2024 2.270
52W Low: 8/26/2024 0.001
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   0.944
Avg. volume 1Y:   0.000
Volatility 1M:   17,969.30%
Volatility 6M:   7,193.28%
Volatility 1Y:   5,095.78%
Volatility 3Y:   -