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

EUWAX
6/19/2024  1:42:08 PM Chg.-0.013 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.043EUR -23.21% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 200.00 USD 9/20/2024 Call
 

Master data

WKN: PC39FE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 159.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -4.13
Time value: 0.09
Break-even: 187.15
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 1.73
Spread abs.: 0.05
Spread %: 106.82%
Delta: 0.09
Theta: -0.02
Omega: 13.85
Rho: 0.03
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.056
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.51%
1 Month
  -86.13%
3 Months
  -96.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.035
1M High / 1M Low: 0.260 0.035
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -