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

EUWAX
6/20/2024  8:23:19 AM Chg.-0.02 Bid10:14:02 AM Ask10:14:02 AM Underlying Strike price Expiration date Option type
1.17EUR -1.68% 1.20
Bid Size: 7,100		 1.40
Ask Size: 7,100		 Nucor Corporation 160.00 USD 12/20/2024 Call
 

Master data

WKN: PN4D09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.49
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.41
Time value: 1.26
Break-even: 161.48
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.10
Spread %: 8.62%
Delta: 0.53
Theta: -0.04
Omega: 6.08
Rho: 0.32
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -48.68%
3 Months
  -70.53%
YTD
  -61.26%
1 Year
  -49.13%
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): 4/9/2024 4.72
Low (YTD): 6/13/2024 1.08
52W High: 4/9/2024 4.72
52W Low: 6/13/2024 1.08
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   3.10
Avg. volume 6M:   0.00
Avg. price 1Y:   2.89
Avg. volume 1Y:   0.00
Volatility 1M:   119.13%
Volatility 6M:   106.36%
Volatility 1Y:   102.13%
Volatility 3Y:   -