BNP Paribas Call 180 NUE 16.01.20.../  DE000PC1MDW9  /

EUWAX
20/09/2024  09:15:17 Chg.+0.17 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.24EUR +15.89% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 180.00 USD 16/01/2026 Call
 

Master data

WKN: PC1MDW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.11
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -3.02
Time value: 1.18
Break-even: 173.04
Moneyness: 0.81
Premium: 0.32
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 3.51%
Delta: 0.41
Theta: -0.02
Omega: 4.51
Rho: 0.55
 

Quote data

Open: 1.24
High: 1.24
Low: 1.24
Previous Close: 1.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.25%
1 Month  
+22.77%
3 Months
  -28.74%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.05
1M High / 1M Low: 1.34 0.87
6M High / 6M Low: 4.72 0.87
High (YTD): 08/04/2024 4.72
Low (YTD): 06/09/2024 0.87
52W High: - -
52W Low: - -
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   2.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.73%
Volatility 6M:   113.32%
Volatility 1Y:   -
Volatility 3Y:   -