BNP Paribas Call 200 NUE 20.09.20.../  DE000PC39FE8  /

EUWAX
24/05/2024  08:18:05 Chg.0.000 Bid22:00:09 Ask22:00:09 Underlying Strike price Expiration date Option type
0.230EUR 0.00% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 200.00 USD 20/09/2024 Call
 

Master data

WKN: PC39FE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 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: 60.73
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -2.65
Time value: 0.26
Break-even: 186.98
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.69
Spread abs.: 0.04
Spread %: 18.18%
Delta: 0.20
Theta: -0.03
Omega: 12.27
Rho: 0.09
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month
  -39.47%
3 Months
  -80.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.480 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -