BNP Paribas Call 250 NUE 20.06.20.../  DE000PC614D2  /

EUWAX
2024-06-21  8:56:14 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 250.00 USD 2025-06-20 Call
 

Master data

WKN: PC614D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-06-20
Issue date: 2024-03-21
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.18
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -8.64
Time value: 0.21
Break-even: 235.92
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 0.60
Spread abs.: 0.04
Spread %: 23.53%
Delta: 0.11
Theta: -0.01
Omega: 7.64
Rho: 0.14
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -55.56%
3 Months
  -86.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.360 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -