BNP Paribas Call 28 ARRD 20.06.2025
/ DE000PC2WZ42
BNP Paribas Call 28 ARRD 20.06.20.../ DE000PC2WZ42 /
| 11/15/2024 8:34:49 AM |
Chg.+0.140 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+21.88% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
28.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PC2WZ4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-4.47 |
| Time value: |
1.06 |
| Break-even: |
29.06 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.13 |
| Spread %: |
13.98% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
6.96 |
| Rho: |
0.04 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
+56.00% |
| 3 Months |
|
|
+143.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.630 |
| 1M High / 1M Low: |
0.870 |
0.500 |
| 6M High / 6M Low: |
1.970 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.771 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.07% |
| Volatility 6M: |
|
177.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
