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

EUWAX
9/5/2024  9:02:11 AM Chg.-0.040 Bid12:09:05 PM Ask12:09:05 PM Underlying Strike price Expiration date Option type
0.001EUR -97.56% 0.001
Bid Size: 29,100
0.280
Ask Size: 29,100
Nucor Corporation 250.00 USD 6/20/2025 Call
 

Master data

WKN: PC614D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 6/20/2025
Issue date: 3/21/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 140.54
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -9.77
Time value: 0.09
Break-even: 226.54
Moneyness: 0.57
Premium: 0.77
Premium p.a.: 1.06
Spread abs.: 0.06
Spread %: 152.78%
Delta: 0.06
Theta: -0.01
Omega: 8.32
Rho: 0.05
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -98.18%
1 Month
  -98.00%
3 Months
  -99.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.041
1M High / 1M Low: 0.120 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,794.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -