BNP Paribas Call 150 NUE 20.06.2025
/ DE000PC39FF5
BNP Paribas Call 150 NUE 20.06.20.../ DE000PC39FF5 /
| 20/06/2024 08:21:34 |
Chg.-0.03 |
Bid20/06/2024 |
Ask20/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
-1.27% |
2.34
Bid Size: 1,400 |
2.58
Ask Size: 1,400 |
Nucor Corporation |
150.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC39FF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.52 |
| Time value: |
1.90 |
| Break-even: |
163.88 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
1.68% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
3.89 |
| Rho: |
0.70 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
-34.45% |
| 3 Months |
|
|
-55.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.22 |
| 1M High / 1M Low: |
3.61 |
2.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
