BNP Paribas Call 27 ARRD 19.12.2025
/ DE000PG2PBM1
BNP Paribas Call 27 ARRD 19.12.20.../ DE000PG2PBM1 /
| 04/10/2024 21:20:21 |
Chg.+0.140 |
Bid21:55:53 |
Ask21:55:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.910EUR |
+7.91% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
27.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
PG2PBM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
07/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-3.47 |
| Time value: |
2.06 |
| Break-even: |
29.06 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.13 |
| Spread %: |
6.74% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
5.03 |
| Rho: |
0.10 |
Quote data
| Open: |
1.780 |
| High: |
1.940 |
| Low: |
1.780 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+103.19% |
| 3 Months |
|
|
+25.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.070 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
