BNP Paribas Call 180 NUE 21.06.2024
/ DE000PN7CFZ2
BNP Paribas Call 180 NUE 21.06.20.../ DE000PN7CFZ2 /
| 23/05/2024 09:50:38 |
Chg.0.000 |
Bid10:05:28 |
Ask10:05:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.150
Bid Size: 10,000 |
0.390
Ask Size: 7,693 |
Nucor Corporation |
180.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PN7CFZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.82 |
| Time value: |
0.21 |
| Break-even: |
168.38 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.04 |
| Spread %: |
23.53% |
| Delta: |
0.28 |
| Theta: |
-0.08 |
| Omega: |
21.38 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-75.41% |
| 3 Months |
|
|
-91.89% |
| YTD |
|
|
-88.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.150 |
| 1M High / 1M Low: |
0.610 |
0.150 |
| 6M High / 6M Low: |
2.410 |
0.150 |
| High (YTD): |
05/04/2024 |
2.410 |
| Low (YTD): |
22/05/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
425.95% |
| Volatility 6M: |
|
254.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
