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BNP Paribas Call 160 NUE 20.12.20.../  DE000PN4D094  /

Frankfurt Zert./BNP
2024-06-19  9:50:23 PM Chg.-0.030 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
1.160EUR -2.52% 1.160
Bid Size: 2,587		 -
Ask Size: -		 Nucor Corporation 160.00 USD 2024-12-20 Call
 

Master data

WKN: PN4D09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.69
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.41
Time value: 1.24
Break-even: 161.39
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 3.33%
Delta: 0.53
Theta: -0.04
Omega: 6.17
Rho: 0.32
 

Quote data

Open: 1.190
High: 1.200
Low: 1.160
Previous Close: 1.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.75%
1 Month
  -48.44%
3 Months
  -70.33%
YTD
  -61.33%
1 Year
  -51.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 1.140
1M High / 1M Low: 2.300 1.140
6M High / 6M Low: 4.720 1.140
High (YTD): 2024-04-08 4.720
Low (YTD): 2024-06-12 1.140
52W High: 2024-04-08 4.720
52W Low: 2024-06-12 1.140
Avg. price 1W:   1.198
Avg. volume 1W:   0.000
Avg. price 1M:   1.705
Avg. volume 1M:   0.000
Avg. price 6M:   3.097
Avg. volume 6M:   0.000
Avg. price 1Y:   2.875
Avg. volume 1Y:   0.000
Volatility 1M:   109.14%
Volatility 6M:   105.21%
Volatility 1Y:   101.74%
Volatility 3Y:   -