BNP Paribas Call 26 ARRD 18.12.2026
/ DE000PC9WCF8
BNP Paribas Call 26 ARRD 18.12.20.../ DE000PC9WCF8 /
| 2024-07-10 8:22:54 AM |
Chg.-0.28 |
Bid4:23:22 PM |
Ask4:23:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-9.21% |
2.77
Bid Size: 20,000 |
2.78
Ask Size: 20,000 |
ARCELORMITTAL S.A. N... |
26.00 EUR |
2026-12-18 |
Call |
Master data
| WKN: |
PC9WCF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2026-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.25 |
| Parity: |
-2.47 |
| Time value: |
2.87 |
| Break-even: |
28.87 |
| Moneyness: |
0.91 |
| Premium: |
0.23 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.11 |
| Spread %: |
3.99% |
| Delta: |
0.55 |
| Theta: |
0.00 |
| Omega: |
4.51 |
| Rho: |
0.25 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
3.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-32.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.98 |
| 1M High / 1M Low: |
4.19 |
2.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
