BNP Paribas Call 220 NUE 20.12.2024
/ DE000PN5BFA1
BNP Paribas Call 220 NUE 20.12.20.../ DE000PN5BFA1 /
| 2024-06-19 9:50:22 PM |
Chg.-0.030 |
Bid2024-06-19 |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
-37.50% |
0.050
Bid Size: 10,000 |
-
Ask Size: - |
Nucor Corporation |
220.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN5BFA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
120.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-5.99 |
| Time value: |
0.12 |
| Break-even: |
206.07 |
| Moneyness: |
0.71 |
| Premium: |
0.42 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.04 |
| Spread %: |
50.00% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
10.59 |
| Rho: |
0.06 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.050 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-82.14% |
| 3 Months |
|
|
-95.10% |
| YTD |
|
|
-93.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.280 |
0.070 |
| 6M High / 6M Low: |
1.460 |
0.070 |
| High (YTD): |
2024-04-05 |
1.460 |
| Low (YTD): |
2024-06-12 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.77% |
| Volatility 6M: |
|
195.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
