BNP Paribas Call 32 ARRD 18.12.2026
/ DE000PC9WCC5
BNP Paribas Call 32 ARRD 18.12.20.../ DE000PC9WCC5 /
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: |
|
- |