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

EUWAX
05/07/2024  08:22:07 Chg.+0.040 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.090EUR +80.00% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 220.00 USD 17/01/2025 Call
 

Master data

WKN: PN5BFB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 17/01/2025
Issue date: 27/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 129.02
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -6.10
Time value: 0.11
Break-even: 204.06
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.97
Spread abs.: 0.04
Spread %: 57.14%
Delta: 0.08
Theta: -0.01
Omega: 10.63
Rho: 0.06
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -50.00%
3 Months
  -94.04%
YTD
  -89.53%
1 Year
  -92.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.050
1M High / 1M Low: 0.180 0.050
6M High / 6M Low: 1.560 0.050
High (YTD): 08/04/2024 1.560
Low (YTD): 04/07/2024 0.050
52W High: 08/04/2024 1.560
52W Low: 04/07/2024 0.050
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.734
Avg. volume 6M:   0.000
Avg. price 1Y:   0.819
Avg. volume 1Y:   0.000
Volatility 1M:   414.33%
Volatility 6M:   237.09%
Volatility 1Y:   193.23%
Volatility 3Y:   -