OverviewChartNewsTraderScreen

BNP Paribas Call 160 NUE 17.01.20.../  DE000PN4D1E8  /

Frankfurt Zert./BNP
19/06/2024  21:50:34 Chg.-0.030 Bid19/06/2024 Ask19/06/2024 Underlying Strike price Expiration date Option type
1.260EUR -2.33% 1.260
Bid Size: 2,381		 -
Ask Size: -		 Nucor Corporation 160.00 USD 17/01/2025 Call
 

Master data

WKN: PN4D1E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 10.82
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.41
Time value: 1.34
Break-even: 162.39
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 3.08%
Delta: 0.54
Theta: -0.04
Omega: 5.80
Rho: 0.37
 

Quote data

Open: 1.290
High: 1.300
Low: 1.260
Previous Close: 1.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.61%
1 Month
  -46.38%
3 Months
  -68.42%
YTD
  -58.96%
1 Year
  -48.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.240
1M High / 1M Low: 2.390 1.240
6M High / 6M Low: 4.790 1.240
High (YTD): 08/04/2024 4.790
Low (YTD): 12/06/2024 1.240
52W High: 08/04/2024 4.790
52W Low: 12/06/2024 1.240
Avg. price 1W:   1.298
Avg. volume 1W:   0.000
Avg. price 1M:   1.806
Avg. volume 1M:   0.000
Avg. price 6M:   3.180
Avg. volume 6M:   0.000
Avg. price 1Y:   2.947
Avg. volume 1Y:   0.000
Volatility 1M:   100.98%
Volatility 6M:   101.45%
Volatility 1Y:   98.72%
Volatility 3Y:   -