BNP Paribas Call 250 NUE 16.01.20.../  DE000PC5FPW8  /

EUWAX
08/11/2024  10:23:25 Chg.-0.150 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.340EUR -30.61% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 250.00 USD 16/01/2026 Call
 

Master data

WKN: PC5FPW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 16/01/2026
Issue date: 21/02/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.59
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -8.51
Time value: 0.34
Break-even: 236.66
Moneyness: 0.64
Premium: 0.60
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 13.33%
Delta: 0.15
Theta: -0.02
Omega: 6.50
Rho: 0.22
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+126.67%
1 Month  
+25.93%
3 Months  
+41.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.170
1M High / 1M Low: 0.490 0.140
6M High / 6M Low: 0.890 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   599.91%
Volatility 6M:   297.69%
Volatility 1Y:   -
Volatility 3Y:   -