BNP Paribas Call 160 NUE 21.06.2024
/ DE000PN7CFY5
BNP Paribas Call 160 NUE 21.06.20.../ DE000PN7CFY5 /
| 2024-05-24 8:23:41 AM |
Chg.+0.02 |
Bid9:16:07 AM |
Ask9:16:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+1.67% |
1.22
Bid Size: 2,460 |
1.44
Ask Size: 2,084 |
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: |
12.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
1.03 |
| Time value: |
0.22 |
| Break-even: |
160.30 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
3.31% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
9.99 |
| Rho: |
0.09 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.48% |
| 1 Month |
|
|
-33.70% |
| 3 Months |
|
|
-59.20% |
| YTD |
|
|
-47.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.17 |
| 1M High / 1M Low: |
1.84 |
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: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.93% |
| Volatility 6M: |
|
161.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
