BNP Paribas Call 220 NUE 16.01.2026
/ DE000PC5FPV0
BNP Paribas Call 220 NUE 16.01.20.../ DE000PC5FPV0 /
02/09/2024 21:50:28 |
Chg.+0.010 |
Bid02/09/2024 |
Ask02/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+1.85% |
0.550 Bid Size: 5,455 |
- Ask Size: - |
Nucor Corporation |
220.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC5FPV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
21/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-6.16 |
Time value: |
0.59 |
Break-even: |
205.09 |
Moneyness: |
0.69 |
Premium: |
0.49 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.04 |
Spread %: |
7.27% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
5.57 |
Rho: |
0.37 |
Quote data
Open: |
0.540 |
High: |
0.550 |
Low: |
0.540 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.24% |
1 Month |
|
|
-3.51% |
3 Months |
|
|
-50.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.480 |
1M High / 1M Low: |
0.570 |
0.370 |
6M High / 6M Low: |
2.880 |
0.370 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.514 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.463 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.306 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.99% |
Volatility 6M: |
|
130.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |