BNP Paribas Call 180 NUE 20.09.2024
/ DE000PC39FD0
BNP Paribas Call 180 NUE 20.09.20.../ DE000PC39FD0 /
| 24/05/2024 21:50:29 |
Chg.-0.060 |
Bid21:59:35 |
Ask21:59:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-8.22% |
0.710
Bid Size: 4,226 |
0.750
Ask Size: 4,000 |
Nucor Corporation |
180.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39FD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.80 |
| Time value: |
0.75 |
| Break-even: |
173.44 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
5.63% |
| Delta: |
0.44 |
| Theta: |
-0.05 |
| Omega: |
9.23 |
| Rho: |
0.20 |
Quote data
| Open: |
0.740 |
| High: |
0.770 |
| Low: |
0.660 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.84% |
| 1 Month |
|
|
-39.09% |
| 3 Months |
|
|
-71.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.670 |
| 1M High / 1M Low: |
1.120 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.877 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
