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

EUWAX
05/08/2024  08:14:26 Chg.-0.24 Bid14:43:54 Ask14:43:54 Underlying Strike price Expiration date Option type
0.95EUR -20.17% 0.97
Bid Size: 20,000
1.00
Ask Size: 20,000
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: 19.45
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.25
Parity: -8.47
Time value: 1.21
Break-even: 33.21
Moneyness: 0.74
Premium: 0.41
Premium p.a.: 0.16
Spread abs.: 0.14
Spread %: 13.08%
Delta: 0.30
Theta: 0.00
Omega: 5.78
Rho: 0.14
 

Quote data

Open: 0.95
High: 0.95
Low: 0.95
Previous Close: 1.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.48%
1 Month
  -44.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.19
1M High / 1M Low: 1.72 1.19
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -