Well, I don’t know what you mean by a nuke (ICBM, MRBM, SRBM, etc) but if it were a ballistic missile, the nuclear bombs would be dispersed in a flower pattern, each warhead wiping miles each. So there really wouldn’t be much to do nothing to increase my chances.
The same would apply for if a nuclear bomb was being transported by vehicle, or some other method. Nothing to do but be taken away in sweet bliss if I were close enough. If not – I’d probably have some severe burns, skin draping off of me, etc.