BNP Paribas Call 160 NUE 20.12.2024
/ DE000PN4D094
BNP Paribas Call 160 NUE 20.12.20.../ DE000PN4D094 /
| 19/06/2024 13:49:10 |
Chg.-0.12 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-9.16% |
-
Bid Size: - |
-
Ask Size: - |
Nucor Corporation |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN4D09 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/06/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.25% |
| 1 Month |
|
|
-50.21% |
| 3 Months |
|
|
-69.41% |
| YTD |
|
|
-60.60% |
| 1 Year |
|
|
-50.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.08 |
| 1M High / 1M Low: |
2.32 |
1.08 |
| 6M High / 6M Low: |
4.72 |
1.08 |
| High (YTD): |
09/04/2024 |
4.72 |
| Low (YTD): |
13/06/2024 |
1.08 |
| 52W High: |
09/04/2024 |
4.72 |
| 52W Low: |
13/06/2024 |
1.08 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.89 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
119.77% |
| Volatility 6M: |
|
105.72% |
| Volatility 1Y: |
|
101.81% |
| Volatility 3Y: |
|
- |
