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

EUWAX
20/08/2024  08:23:37 Chg.- Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.006EUR - -
Bid Size: -
-
Ask Size: -
Nucor Corporation 220.00 - 20/12/2024 Call
 

Master data

WKN: PN5BFA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 20/12/2024
Issue date: 27/06/2023
Last trading day: 21/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 143.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.24
Parity: -8.93
Time value: 0.09
Break-even: 220.91
Moneyness: 0.59
Premium: 0.69
Premium p.a.: 4.99
Spread abs.: 0.09
Spread %: 1,416.67%
Delta: 0.06
Theta: -0.02
Omega: 8.65
Rho: 0.02
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.008
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -86.67%
3 Months
  -96.47%
YTD
  -99.24%
1 Year
  -99.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.039 0.001
6M High / 6M Low: 1.450 0.001
High (YTD): 08/04/2024 1.450
Low (YTD): 05/08/2024 0.001
52W High: 08/04/2024 1.450
52W Low: 05/08/2024 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.582
Avg. volume 1Y:   0.000
Volatility 1M:   14,358.08%
Volatility 6M:   4,338.02%
Volatility 1Y:   3,012.93%
Volatility 3Y:   -