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BNP Paribas Call 180 NUE 17.01.20.../  DE000PN4D1F5  /

Frankfurt Zert./BNP
2024-06-20  12:50:33 PM Chg.+0.030 Bid1:09:41 PM Ask1:09:41 PM Underlying Strike price Expiration date Option type
0.620EUR +5.08% 0.620
Bid Size: 7,400		 0.820
Ask Size: 7,400		 Nucor Corporation 180.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.99
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -2.27
Time value: 0.69
Break-even: 174.39
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.10
Spread %: 16.95%
Delta: 0.34
Theta: -0.03
Omega: 7.17
Rho: 0.25
 

Quote data

Open: 0.600
High: 0.620
Low: 0.600
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month
  -53.03%
3 Months
  -78.77%
YTD
  -70.33%
1 Year
  -63.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.590
1M High / 1M Low: 1.390 0.590
6M High / 6M Low: 3.480 0.590
High (YTD): 2024-04-05 3.480
Low (YTD): 2024-06-19 0.590
52W High: 2024-04-05 3.480
52W Low: 2024-06-19 0.590
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.952
Avg. volume 1M:   0.000
Avg. price 6M:   2.104
Avg. volume 6M:   0.000
Avg. price 1Y:   2.018
Avg. volume 1Y:   0.000
Volatility 1M:   125.31%
Volatility 6M:   125.56%
Volatility 1Y:   118.21%
Volatility 3Y:   -