BNP Paribas Call 250 NUE 16.01.2026
/ DE000PC5FPW8
BNP Paribas Call 250 NUE 16.01.20.../ DE000PC5FPW8 /
8/16/2024 9:50:35 PM |
Chg.0.000 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
0.00% |
0.210 Bid Size: 10,000 |
0.250 Ask Size: 10,000 |
Nucor Corporation |
250.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC5FPW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
2/21/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
52.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-9.55 |
Time value: |
0.25 |
Break-even: |
230.34 |
Moneyness: |
0.58 |
Premium: |
0.74 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.04 |
Spread %: |
19.05% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
6.44 |
Rho: |
0.19 |
Quote data
Open: |
0.210 |
High: |
0.220 |
Low: |
0.200 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
-61.11% |
3 Months |
|
|
-75.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.180 |
1M High / 1M Low: |
0.540 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.357 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |