BNP Paribas Call 250 NUE 19.12.20.../  DE000PC5FPU2  /

Frankfurt Zert./BNP
8/14/2024  9:50:27 PM Chg.-0.020 Bid9:57:51 PM Ask9:57:51 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.170
Bid Size: 11,800
0.210
Ask Size: 11,800
Nucor Corporation 250.00 USD 12/19/2025 Call
 

Master data

WKN: PC5FPU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 12/19/2025
Issue date: 2/21/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.06
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -9.74
Time value: 0.22
Break-even: 229.56
Moneyness: 0.57
Premium: 0.77
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 22.22%
Delta: 0.11
Theta: -0.01
Omega: 6.56
Rho: 0.16
 

Quote data

Open: 0.180
High: 0.180
Low: 0.150
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -61.90%
3 Months
  -78.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.510 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -