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

EUWAX
7/15/2024  8:37:41 AM Chg.+0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.430EUR +10.26% -
Bid Size: -
-
Ask Size: -
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: 31.49
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -8.17
Time value: 0.47
Break-even: 234.36
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.19
Theta: -0.02
Omega: 5.90
Rho: 0.33
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.57%
1 Month  
+19.44%
3 Months
  -73.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.260
1M High / 1M Low: 0.430 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -