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BNP Paribas Call 200 NUE 17.01.20.../  DE000PN4D1G3  /

EUWAX
2024-06-19  1:49:20 PM Chg.-0.040 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.260EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 200.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 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: 48.31
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -4.13
Time value: 0.30
Break-even: 189.24
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 15.38%
Delta: 0.18
Theta: -0.02
Omega: 8.92
Rho: 0.14
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -67.09%
3 Months
  -85.71%
YTD
  -81.02%
1 Year
  -79.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.740 0.230
6M High / 6M Low: 2.380 0.230
High (YTD): 2024-04-09 2.380
Low (YTD): 2024-06-13 0.230
52W High: 2024-04-09 2.380
52W Low: 2024-06-13 0.230
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.489
Avg. volume 1M:   0.000
Avg. price 6M:   1.348
Avg. volume 6M:   0.000
Avg. price 1Y:   1.347
Avg. volume 1Y:   0.000
Volatility 1M:   169.85%
Volatility 6M:   153.62%
Volatility 1Y:   139.82%
Volatility 3Y:   -