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

EUWAX
2024-06-20  8:23:19 AM Chg.-0.02 Bid11:39:37 AM Ask11:39:37 AM Underlying Strike price Expiration date Option type
1.27EUR -1.55% 1.31
Bid Size: 6,700		 1.51
Ask Size: 6,700		 Nucor Corporation 160.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 10.65
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.41
Time value: 1.36
Break-even: 162.48
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.10
Spread %: 7.94%
Delta: 0.54
Theta: -0.04
Omega: 5.72
Rho: 0.37
 

Quote data

Open: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.63%
1 Month
  -46.64%
3 Months
  -68.56%
YTD
  -58.90%
1 Year
  -46.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 1.18
1M High / 1M Low: 2.42 1.18
6M High / 6M Low: 4.79 1.18
High (YTD): 2024-04-09 4.79
Low (YTD): 2024-06-13 1.18
52W High: 2024-04-09 4.79
52W Low: 2024-06-13 1.18
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.83
Avg. volume 1M:   0.00
Avg. price 6M:   3.19
Avg. volume 6M:   0.00
Avg. price 1Y:   2.96
Avg. volume 1Y:   0.00
Volatility 1M:   111.05%
Volatility 6M:   102.03%
Volatility 1Y:   99.23%
Volatility 3Y:   -