BNP Paribas Call 26 ARRD 19.12.2025
/ DE000PC39NJ1
BNP Paribas Call 26 ARRD 19.12.20.../ DE000PC39NJ1 /
| 10/07/2024 08:19:33 |
Chg.-0.23 |
Bid16:53:01 |
Ask16:53:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-12.85% |
1.54
Bid Size: 20,000 |
1.55
Ask Size: 20,000 |
ARCELORMITTAL S.A. N... |
26.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
PC39NJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
-2.47 |
| Time value: |
1.67 |
| Break-even: |
27.67 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.11 |
| Spread %: |
7.05% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
6.53 |
| Rho: |
0.13 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.68% |
| 1 Month |
|
|
-44.48% |
| 3 Months |
|
|
-66.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.78 |
| 1M High / 1M Low: |
2.90 |
1.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
