BNP Paribas Call 220 NUE 20.09.20.../  DE000PC5FPQ0  /

EUWAX
05/07/2024  08:36:47 Chg.0.000 Bid15:50:30 Ask15:50:30 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 100,000
0.091
Ask Size: 100,000
Nucor Corporation 220.00 USD 20/09/2024 Call
 

Master data

WKN: PC5FPQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/09/2024
Issue date: 21/02/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 120.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.24
Parity: -5.88
Time value: 0.12
Break-even: 204.71
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 4.18
Spread abs.: 0.12
Spread %: 11,900.00%
Delta: 0.09
Theta: -0.03
Omega: 10.48
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -93.75%
3 Months
  -99.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.022 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,227.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -