BNP Paribas Call 32 ARRD 18.12.20.../  DE000PC9WCC5  /

EUWAX
15/11/2024  08:25:04 Chg.+0.16 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.78EUR +9.88% -
Bid Size: -
-
Ask Size: -
ARCELORMITTAL S.A. N... 32.00 EUR 18/12/2026 Call
 

Master data

WKN: PC9WCC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 18/12/2026
Issue date: 15/05/2024
Last trading day: 17/12/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.31
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -8.47
Time value: 2.08
Break-even: 34.08
Moneyness: 0.74
Premium: 0.45
Premium p.a.: 0.19
Spread abs.: 0.13
Spread %: 6.67%
Delta: 0.37
Theta: 0.00
Omega: 4.17
Rho: 0.14
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.72%
1 Month  
+17.11%
3 Months  
+47.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.88 1.62
1M High / 1M Low: 2.08 1.45
6M High / 6M Low: 2.98 0.95
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.19%
Volatility 6M:   103.46%
Volatility 1Y:   -
Volatility 3Y:   -