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BNP Paribas Call 140 NUE 17.01.20.../  DE000PN4D1C2  /

Frankfurt Zert./BNP
2024-06-14  9:50:29 PM Chg.+0.060 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
2.360EUR +2.61% 2.330
Bid Size: 2,600		 2.370
Ask Size: 2,600		 Nucor Corporation 140.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.10
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 1.37
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 1.37
Time value: 1.00
Break-even: 154.48
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 1.72%
Delta: 0.73
Theta: -0.04
Omega: 4.42
Rho: 0.48
 

Quote data

Open: 2.300
High: 2.410
Low: 2.000
Previous Close: 2.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.11%
1 Month
  -38.86%
3 Months
  -54.79%
YTD
  -44.86%
1 Year
  -29.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.520 2.290
1M High / 1M Low: 3.860 2.290
6M High / 6M Low: 6.300 2.290
High (YTD): 2024-04-08 6.300
Low (YTD): 2024-06-12 2.290
52W High: 2024-04-08 6.300
52W Low: 2024-06-12 2.290
Avg. price 1W:   2.368
Avg. volume 1W:   0.000
Avg. price 1M:   3.123
Avg. volume 1M:   0.000
Avg. price 6M:   4.532
Avg. volume 6M:   0.000
Avg. price 1Y:   4.118
Avg. volume 1Y:   0.000
Volatility 1M:   67.79%
Volatility 6M:   80.01%
Volatility 1Y:   80.89%
Volatility 3Y:   -