BNP Paribas Call 19.5 ARRD 20.12.2024
/ DE000PG2PAM3
BNP Paribas Call 19.5 ARRD 20.12..../ DE000PG2PAM3 /
| 2024-10-04 9:20:22 PM |
Chg.+0.300 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.210EUR |
+7.67% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
19.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
PG2PAM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2024-10-07 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
4.04 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
4.04 |
| Time value: |
0.35 |
| Break-even: |
23.88 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.13 |
| Spread %: |
3.06% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
0.02 |
Quote data
| Open: |
3.940 |
| High: |
4.300 |
| Low: |
3.940 |
| Previous Close: |
3.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+186.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.210 |
4.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
