BNP Paribas Call 24 ARRD 18.12.2026
/ DE000PC9WCJ0
BNP Paribas Call 24 ARRD 18.12.20.../ DE000PC9WCJ0 /
| 02/08/2024 21:20:19 |
Chg.-0.320 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.490EUR |
-11.39% |
2.490
Bid Size: 2,000 |
2.630
Ask Size: 2,000 |
ARCELORMITTAL S.A. N... |
24.00 EUR |
18/12/2026 |
Call |
Master data
| WKN: |
PC9WCJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
18/12/2026 |
| Issue date: |
15/05/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.25 |
| Parity: |
-0.47 |
| Time value: |
2.63 |
| Break-even: |
26.63 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.14 |
| Spread %: |
5.62% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
5.98 |
| Rho: |
0.31 |
Quote data
| Open: |
2.750 |
| High: |
2.750 |
| Low: |
2.490 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.85% |
| 1 Month |
|
|
-33.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.270 |
2.490 |
| 1M High / 1M Low: |
3.750 |
2.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
