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

EUWAX
6/19/2024  1:49:07 PM Chg.-0.070 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.530EUR -11.67% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 180.00 USD 12/20/2024 Call
 

Master data

WKN: PN4D1A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.43
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -2.27
Time value: 0.57
Break-even: 173.32
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 7.55%
Delta: 0.31
Theta: -0.03
Omega: 8.01
Rho: 0.20
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.36%
1 Month
  -61.03%
3 Months
  -80.15%
YTD
  -73.76%
1 Year
  -69.01%
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): 4/9/2024 3.370
Low (YTD): 6/13/2024 0.470
52W High: 4/9/2024 3.370
52W Low: 6/13/2024 0.470
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   2.039
Avg. volume 6M:   0.000
Avg. price 1Y:   1.955
Avg. volume 1Y:   0.000
Volatility 1M:   153.08%
Volatility 6M:   133.22%
Volatility 1Y:   123.59%
Volatility 3Y:   -