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BNP Paribas Call 220 NUE 17.01.20.../  DE000PN5BFB9  /

Frankfurt Zert./BNP
7/29/2024  8:21:05 PM Chg.-0.020 Bid7/29/2024 Ask7/29/2024 Underlying Strike price Expiration date Option type
0.090EUR -18.18% 0.090
Bid Size: 37,000		 0.130
Ask Size: 37,000		 Nucor Corporation 220.00 USD 1/17/2025 Call
 

Master data

WKN: PN5BFB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 1/17/2025
Issue date: 6/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 105.89
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -5.45
Time value: 0.14
Break-even: 204.11
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.97
Spread abs.: 0.04
Spread %: 40.00%
Delta: 0.10
Theta: -0.02
Omega: 10.72
Rho: 0.06
 

Quote data

Open: 0.100
High: 0.100
Low: 0.080
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -18.18%
3 Months
  -82.00%
YTD
  -89.41%
1 Year
  -92.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.070
1M High / 1M Low: 0.180 0.050
6M High / 6M Low: 1.570 0.050
High (YTD): 4/5/2024 1.570
Low (YTD): 7/3/2024 0.050
52W High: 4/5/2024 1.570
52W Low: 7/3/2024 0.050
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   0.000
Avg. price 1Y:   0.741
Avg. volume 1Y:   0.000
Volatility 1M:   510.76%
Volatility 6M:   273.48%
Volatility 1Y:   217.40%
Volatility 3Y:   -