BNP Paribas Call 140 NUE 17.01.2025
/ DE000PN4D1C2
BNP Paribas Call 140 NUE 17.01.20.../ DE000PN4D1C2 /
| 20/09/2024 08:23:55 |
Chg.+0.29 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
+22.83% |
-
Bid Size: - |
-
Ask Size: - |
Nucor Corporation |
140.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN4D1C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
06/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.57 |
| Time value: |
0.85 |
| Break-even: |
139.61 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
2.90% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
5.96 |
| Rho: |
0.23 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.65% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
-36.84% |
| YTD |
|
|
-63.72% |
| 1 Year |
|
|
-51.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.21 |
| 1M High / 1M Low: |
1.81 |
1.02 |
| 6M High / 6M Low: |
6.31 |
1.02 |
| High (YTD): |
02/04/2024 |
6.31 |
| Low (YTD): |
12/09/2024 |
1.02 |
| 52W High: |
02/04/2024 |
6.31 |
| 52W Low: |
12/09/2024 |
1.02 |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
171.52% |
| Volatility 6M: |
|
125.32% |
| Volatility 1Y: |
|
104.87% |
| Volatility 3Y: |
|
- |
