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BNP Paribas Call 170 NUE 21.06.20.../  DE000PN8ZK13  /

Frankfurt Zert./BNP
23/05/2024  10:20:44 Chg.+0.010 Bid23/05/2024 Ask23/05/2024 Underlying Strike price Expiration date Option type
0.520EUR +1.96% 0.520
Bid Size: 5,770		 0.760
Ask Size: 3,948		 Nucor Corporation 170.00 USD 21/06/2024 Call
 

Master data

WKN: PN8ZK1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 21/06/2024
Issue date: 28/09/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.79
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.10
Implied volatility: 0.29
Historic volatility: 0.25
Parity: 0.10
Time value: 0.49
Break-even: 162.94
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.56
Theta: -0.10
Omega: 15.06
Rho: 0.07
 

Quote data

Open: 0.530
High: 0.530
Low: 0.520
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -53.15%
3 Months
  -79.37%
YTD
  -69.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.510
1M High / 1M Low: 1.110 0.510
6M High / 6M Low: 3.180 0.510
High (YTD): 05/04/2024 3.180
Low (YTD): 22/05/2024 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.785
Avg. volume 1M:   0.000
Avg. price 6M:   1.798
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.71%
Volatility 6M:   197.78%
Volatility 1Y:   -
Volatility 3Y:   -