BNP Paribas Call 220 NUE 17.01.2025
/ DE000PN5BFB9
BNP Paribas Call 220 NUE 17.01.20.../ DE000PN5BFB9 /
| 20/06/2024 08:23:27 |
Chg.-0.010 |
Bid10:05:26 |
Ask10:05:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.110
Bid Size: 15,100 |
0.310
Ask Size: 15,100 |
Nucor Corporation |
220.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN5BFB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
27/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-5.99 |
| Time value: |
0.19 |
| Break-even: |
206.61 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.10 |
| Spread %: |
111.11% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
9.06 |
| Rho: |
0.09 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-72.22% |
| 3 Months |
|
|
-91.38% |
| YTD |
|
|
-88.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.360 |
0.100 |
| 6M High / 6M Low: |
1.560 |
0.100 |
| High (YTD): |
08/04/2024 |
1.560 |
| Low (YTD): |
13/06/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.808 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.84% |
| Volatility 6M: |
|
184.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
