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

EUWAX
7/29/2024  8:23:49 AM Chg.+0.013 Bid5:42:32 PM Ask5:42:32 PM Underlying Strike price Expiration date Option type
0.070EUR +22.81% 0.060
Bid Size: 45,800		 0.100
Ask Size: 45,800		 Nucor Corporation 220.00 USD 12/20/2024 Call
 

Master data

WKN: PN5BFA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/20/2024
Issue date: 6/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 134.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -5.45
Time value: 0.11
Break-even: 203.81
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 1.24
Spread abs.: 0.04
Spread %: 57.14%
Delta: 0.09
Theta: -0.02
Omega: 11.58
Rho: 0.05
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.057
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month  
+25.00%
3 Months
  -83.72%
YTD
  -91.14%
1 Year
  -94.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.043
1M High / 1M Low: 0.130 0.019
6M High / 6M Low: 1.450 0.019
High (YTD): 4/8/2024 1.450
Low (YTD): 7/4/2024 0.019
52W High: 4/8/2024 1.450
52W Low: 7/4/2024 0.019
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.595
Avg. volume 6M:   0.000
Avg. price 1Y:   0.684
Avg. volume 1Y:   0.000
Volatility 1M:   866.60%
Volatility 6M:   391.21%
Volatility 1Y:   291.96%
Volatility 3Y:   -