BNP Paribas Call 30 ARRD 20.06.20.../  DE000PC2WZ34  /

EUWAX
2024-11-15  8:34:49 AM Chg.+0.090 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.480EUR +23.08% -
Bid Size: -
-
Ask Size: -
ARCELORMITTAL S.A. N... 30.00 EUR 2025-06-20 Call
 

Master data

WKN: PC2WZ3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2025-06-20
Issue date: 2024-01-04
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 33.62
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -6.47
Time value: 0.70
Break-even: 30.70
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.57
Spread abs.: 0.13
Spread %: 22.81%
Delta: 0.23
Theta: 0.00
Omega: 7.62
Rho: 0.03
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.43%
1 Month  
+54.84%
3 Months  
+140.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 0.670 0.300
6M High / 6M Low: 1.400 0.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.60%
Volatility 6M:   200.53%
Volatility 1Y:   -
Volatility 3Y:   -