BNP Paribas Call 22 ARRD 19.12.2025
/ DE000PC39NF9
BNP Paribas Call 22 ARRD 19.12.20.../ DE000PC39NF9 /
| 10/11/2024 9:20:30 PM |
Chg.+0.090 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.550EUR |
+2.60% |
3.530
Bid Size: 3,400 |
3.650
Ask Size: 3,400 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
PC39NF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
1.54 |
| Time value: |
2.13 |
| Break-even: |
25.66 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.12 |
| Spread %: |
3.39% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
4.54 |
| Rho: |
0.15 |
Quote data
| Open: |
3.270 |
| High: |
3.570 |
| Low: |
3.270 |
| Previous Close: |
3.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.91% |
| 1 Month |
|
|
+55.02% |
| 3 Months |
|
|
+9.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.870 |
3.360 |
| 1M High / 1M Low: |
4.270 |
2.290 |
| 6M High / 6M Low: |
6.310 |
1.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.654 |
| Avg. volume 6M: |
|
46.217 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.97% |
| Volatility 6M: |
|
105.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
