BNP Paribas Call 220 NUE 16.01.2026
/ DE000PC5FPV0
BNP Paribas Call 220 NUE 16.01.20.../ DE000PC5FPV0 /
| 9/20/2024 9:50:32 PM |
Chg.-0.060 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-11.54% |
0.460
Bid Size: 6,900 |
0.500
Ask Size: 6,900 |
Nucor Corporation |
220.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC5FPV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-6.60 |
| Time value: |
0.50 |
| Break-even: |
202.08 |
| Moneyness: |
0.67 |
| Premium: |
0.54 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
8.70% |
| Delta: |
0.21 |
| Theta: |
-0.02 |
| Omega: |
5.60 |
| Rho: |
0.30 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.450 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
+6.98% |
| 3 Months |
|
|
-42.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.410 |
| 1M High / 1M Low: |
0.550 |
0.350 |
| 6M High / 6M Low: |
2.880 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.73% |
| Volatility 6M: |
|
141.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
