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BNP Paribas Call 220 NUE 20.12.20.../  DE000PN5BFA1  /

EUWAX
2024-07-05  8:22:05 AM Chg.+0.038 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.057EUR +200.00% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 220.00 USD 2024-12-20 Call
 

Master data

WKN: PN5BFA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 155.96
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -6.10
Time value: 0.09
Break-even: 203.87
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 1.21
Spread abs.: 0.04
Spread %: 85.71%
Delta: 0.07
Theta: -0.01
Omega: 11.24
Rho: 0.04
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.79%
1 Month
  -52.50%
3 Months
  -95.93%
YTD
  -92.78%
1 Year
  -94.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.019
1M High / 1M Low: 0.140 0.019
6M High / 6M Low: 1.450 0.019
High (YTD): 2024-04-08 1.450
Low (YTD): 2024-07-04 0.019
52W High: 2024-04-08 1.450
52W Low: 2024-07-04 0.019
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   0.000
Avg. price 1Y:   0.753
Avg. volume 1Y:   0.000
Volatility 1M:   797.63%
Volatility 6M:   366.30%
Volatility 1Y:   276.39%
Volatility 3Y:   -