BNP Paribas Call 20.5 ARRD 20.12.2024
/ DE000PG2PAE0
BNP Paribas Call 20.5 ARRD 20.12..../ DE000PG2PAE0 /
| 04/10/2024 21:20:21 |
Chg.+0.280 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.360EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
20.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
PG2PAE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
07/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
3.04 |
| Time value: |
0.50 |
| Break-even: |
24.03 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.13 |
| Spread %: |
3.82% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.48 |
| Rho: |
0.02 |
Quote data
| Open: |
3.110 |
| High: |
3.440 |
| Low: |
3.110 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+226.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.360 |
3.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.360 |
| 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: |
|
- |
