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

EUWAX
2024-09-20  8:23:53 AM Chg.+0.140 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.530EUR +35.90% -
Bid Size: -		 -
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: 27.30
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -1.23
Time value: 0.48
Break-even: 148.13
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.64
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.35
Theta: -0.05
Omega: 9.53
Rho: 0.10
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.88%
1 Month  
+20.45%
3 Months
  -57.94%
YTD
  -82.45%
1 Year
  -76.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.370
1M High / 1M Low: 0.690 0.280
6M High / 6M Low: 4.720 0.280
High (YTD): 2024-04-09 4.720
Low (YTD): 2024-09-12 0.280
52W High: 2024-04-09 4.720
52W Low: 2024-09-12 0.280
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   1.823
Avg. volume 6M:   0.000
Avg. price 1Y:   2.299
Avg. volume 1Y:   0.000
Volatility 1M:   283.56%
Volatility 6M:   188.23%
Volatility 1Y:   150.14%
Volatility 3Y:   -