BNP Paribas Call 21 ARRD 18.12.2026
/ DE000PG2PBY6
BNP Paribas Call 21 ARRD 18.12.20.../ DE000PG2PBY6 /
| 11/10/2024 21:20:32 |
Chg.+0.110 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.290EUR |
+2.12% |
5.270
Bid Size: 3,200 |
5.390
Ask Size: 3,200 |
ARCELORMITTAL S.A. N... |
21.00 EUR |
18/12/2026 |
Call |
Master data
| WKN: |
PG2PBY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
18/12/2026 |
| Issue date: |
14/06/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.55 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
2.54 |
| Time value: |
2.86 |
| Break-even: |
26.39 |
| Moneyness: |
1.12 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.12 |
| Spread %: |
2.28% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.31 |
| Rho: |
0.27 |
Quote data
| Open: |
4.970 |
| High: |
5.310 |
| Low: |
4.970 |
| Previous Close: |
5.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.84% |
| 1 Month |
|
|
+36.69% |
| 3 Months |
|
|
+7.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.600 |
5.080 |
| 1M High / 1M Low: |
5.960 |
3.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
