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

EUWAX
6/27/2024  8:34:51 AM Chg.+0.040 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.330EUR +13.79% -
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: 39.11
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -8.94
Time value: 0.37
Break-even: 237.78
Moneyness: 0.62
Premium: 0.64
Premium p.a.: 0.40
Spread abs.: 0.04
Spread %: 12.12%
Delta: 0.16
Theta: -0.01
Omega: 6.17
Rho: 0.28
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -53.52%
3 Months
  -79.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.290
1M High / 1M Low: 0.710 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -