BNP Paribas Call 160 NUE 21.06.2024
/ DE000PN7CFY5
BNP Paribas Call 160 NUE 21.06.20.../ DE000PN7CFY5 /
| 2024-05-23 8:23:08 AM |
Chg.-0.13 |
Bid9:01:15 AM |
Ask9:01:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-9.77% |
1.20
Bid Size: 2,500 |
1.47
Ask Size: 2,041 |
Nucor Corporation |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7CFY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.12 |
| Time value: |
0.20 |
| Break-even: |
160.61 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
3.13% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
9.74 |
| Rho: |
0.09 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.83% |
| 1 Month |
|
|
-46.90% |
| 3 Months |
|
|
-59.87% |
| YTD |
|
|
-48.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.17 |
| 1M High / 1M Low: |
2.26 |
1.17 |
| 6M High / 6M Low: |
4.01 |
1.17 |
| High (YTD): |
2024-04-09 |
4.01 |
| Low (YTD): |
2024-05-21 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.52% |
| Volatility 6M: |
|
160.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
