BNP Paribas Call 150 NUE 16.01.2026
/ DE000PC1MDV1
BNP Paribas Call 150 NUE 16.01.20.../ DE000PC1MDV1 /
| 6/19/2024 9:50:26 PM |
Chg.-0.030 |
Bid6/19/2024 |
Ask6/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-1.03% |
2.890
Bid Size: 1,039 |
-
Ask Size: - |
Nucor Corporation |
150.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1MDV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.52 |
| Time value: |
2.45 |
| Break-even: |
169.38 |
| Moneyness: |
1.04 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
1.71% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
3.26 |
| Rho: |
1.06 |
Quote data
| Open: |
2.920 |
| High: |
2.930 |
| Low: |
2.890 |
| Previous Close: |
2.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.40% |
| 1 Month |
|
|
-28.64% |
| 3 Months |
|
|
-49.83% |
| YTD |
|
|
-35.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
2.850 |
| 1M High / 1M Low: |
4.150 |
2.830 |
| 6M High / 6M Low: |
6.490 |
2.830 |
| High (YTD): |
4/8/2024 |
6.490 |
| Low (YTD): |
6/12/2024 |
2.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.761 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.66% |
| Volatility 6M: |
|
68.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
