BNP Paribas Call 220 NUE 20.12.2024
/ DE000PN5BFA1
BNP Paribas Call 220 NUE 20.12.20.../ DE000PN5BFA1 /
| 6/19/2024 1:49:32 PM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Nucor Corporation |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN5BFA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/27/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
0.080 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-92.31% |
| YTD |
|
|
-89.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.290 |
0.070 |
| 6M High / 6M Low: |
1.450 |
0.070 |
| High (YTD): |
4/8/2024 |
1.450 |
| Low (YTD): |
6/13/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.98% |
| Volatility 6M: |
|
197.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
