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

EUWAX
2024-07-30  8:57:31 AM Chg.-0.020 Bid10:05:39 AM Ask10:05:39 AM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.140
Bid Size: 12,400
0.340
Ask Size: 12,400
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: 0.140
Low: 0.140
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+16.67%
3 Months
  -70.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 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:   0.146
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:   297.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -