BNP Paribas Call 24 ARRD 19.12.2025
/ DE000PC39NG7
BNP Paribas Call 24 ARRD 19.12.20.../ DE000PC39NG7 /
| 2024-08-05 8:13:26 AM |
Chg.-0.33 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-21.71% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
24.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC39NG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.25 |
| Parity: |
-0.47 |
| Time value: |
1.54 |
| Break-even: |
25.54 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.14 |
| Spread %: |
10.00% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
9.45 |
| Rho: |
0.18 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.95% |
| 1 Month |
|
|
-53.70% |
| 3 Months |
|
|
-73.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.52 |
| 1M High / 1M Low: |
2.57 |
1.52 |
| 6M High / 6M Low: |
6.27 |
1.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.59% |
| Volatility 6M: |
|
85.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
