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

EUWAX
10/7/2024  12:59:40 PM Chg.-0.009 Bid9:47:55 PM Ask9:47:55 PM Underlying Strike price Expiration date Option type
0.031EUR -22.50% 0.039
Bid Size: 35,800
0.091
Ask Size: 35,800
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: 151.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -4.43
Time value: 0.09
Break-even: 183.22
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 3.04
Spread abs.: 0.06
Spread %: 160.00%
Delta: 0.08
Theta: -0.03
Omega: 12.74
Rho: 0.02
 

Quote data

Open: 0.033
High: 0.033
Low: 0.031
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.00%
1 Month  
+3000.00%
3 Months
  -82.78%
YTD
  -97.60%
1 Year
  -97.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.023
1M High / 1M Low: 0.040 0.001
6M High / 6M Low: 2.270 0.001
High (YTD): 4/8/2024 2.270
Low (YTD): 9/9/2024 0.001
52W High: 4/8/2024 2.270
52W Low: 9/9/2024 0.001
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.827
Avg. volume 1Y:   0.000
Volatility 1M:   7,242.43%
Volatility 6M:   7,750.31%
Volatility 1Y:   5,475.71%
Volatility 3Y:   -