BNP Paribas Call 250 NUE 20.06.20.../  DE000PC614D2  /

Frankfurt Zert./BNP
2024-07-30  5:50:31 PM Chg.0.000 Bid5:59:06 PM Ask5:59:06 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.150
Bid Size: 25,000
0.190
Ask Size: 25,000
Nucor Corporation 250.00 USD 2025-06-20 Call
 

Master data

WKN: PC614D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-06-20
Issue date: 2024-03-21
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.86
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -8.37
Time value: 0.18
Break-even: 232.87
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 0.67
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.10
Theta: -0.01
Omega: 8.13
Rho: 0.11
 

Quote data

Open: 0.140
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -12.50%
3 Months
  -64.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   308.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -