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BNP Paribas Call 180 NUE 20.12.20.../  DE000PN4D1A6  /

EUWAX
2024-06-20  8:23:19 AM Chg.-0.020 Bid9:39:07 AM Ask9:39:07 AM Underlying Strike price Expiration date Option type
0.510EUR -3.77% 0.530
Bid Size: 5,661		 0.750
Ask Size: 4,000		 Nucor Corporation 180.00 USD 2024-12-20 Call
 

Master data

WKN: PN4D1A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.14
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -2.27
Time value: 0.60
Break-even: 173.49
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.43
Spread abs.: 0.10
Spread %: 20.00%
Delta: 0.32
Theta: -0.04
Omega: 7.76
Rho: 0.20
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.51%
1 Month
  -60.16%
3 Months
  -81.32%
YTD
  -74.75%
1 Year
  -68.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.470
1M High / 1M Low: 1.290 0.470
6M High / 6M Low: 3.370 0.470
High (YTD): 2024-04-09 3.370
Low (YTD): 2024-06-13 0.470
52W High: 2024-04-09 3.370
52W Low: 2024-06-13 0.470
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.885
Avg. volume 1M:   0.000
Avg. price 6M:   2.026
Avg. volume 6M:   0.000
Avg. price 1Y:   1.950
Avg. volume 1Y:   0.000
Volatility 1M:   152.17%
Volatility 6M:   134.04%
Volatility 1Y:   124.03%
Volatility 3Y:   -