BNP Paribas Call 200 NUE 21.06.20.../  DE000PN7CF00  /

Frankfurt Zert./BNP
24/05/2024  21:50:29 Chg.0.000 Bid24/05/2024 Ask24/05/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 26,300
0.041
Ask Size: 26,300
Nucor Corporation 200.00 USD 21/06/2024 Call
 

Master data

WKN: PN7CF0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 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: 386.96
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -2.63
Time value: 0.04
Break-even: 185.40
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 6.62
Spread abs.: 0.04
Spread %: 4,000.00%
Delta: 0.06
Theta: -0.04
Omega: 24.81
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -87.50%
1 Month
  -98.57%
3 Months
  -99.88%
YTD
  -99.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.080 0.001
6M High / 6M Low: 1.170 0.001
High (YTD): 05/04/2024 1.170
Low (YTD): 24/05/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,370.64%
Volatility 6M:   605.91%
Volatility 1Y:   -
Volatility 3Y:   -