BNP Paribas Call 21 ARRD 18.12.2026
/ DE000PG2PBY6
BNP Paribas Call 21 ARRD 18.12.20.../ DE000PG2PBY6 /
| 10/07/2024 09:24:54 |
Chg.-0.28 |
Bid20:15:12 |
Ask20:15:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.46EUR |
-5.91% |
4.57
Bid Size: 3,800 |
4.68
Ask Size: 3,800 |
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: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.90 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.25 |
| Parity: |
2.54 |
| Time value: |
2.08 |
| Break-even: |
25.61 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.11 |
| Spread %: |
2.44% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.48 |
| Rho: |
0.39 |
Quote data
| Open: |
4.46 |
| High: |
4.46 |
| Low: |
4.46 |
| Previous Close: |
4.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.35% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.05 |
4.74 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
