BNP Paribas Call 28 ARRD 18.12.2026
/ DE000PC9WCE1
BNP Paribas Call 28 ARRD 18.12.20.../ DE000PC9WCE1 /
| 7/10/2024 8:20:39 AM |
Chg.+0.010 |
Bid8:31:04 AM |
Ask8:31:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
+0.44% |
2.280
Bid Size: 4,000 |
2.390
Ask Size: 4,000 |
ARCELORMITTAL S.A. N... |
28.00 EUR |
12/18/2026 |
Call |
Master data
| WKN: |
PC9WCE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
12/18/2026 |
| Issue date: |
5/15/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
-4.47 |
| Time value: |
2.61 |
| Break-even: |
30.61 |
| Moneyness: |
0.84 |
| Premium: |
0.30 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.12 |
| Spread %: |
4.82% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
4.33 |
| Rho: |
0.21 |
Quote data
| Open: |
2.270 |
| High: |
2.270 |
| Low: |
2.270 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.98% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
2.260 |
| 1M High / 1M Low: |
3.500 |
2.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
