BNP Paribas Call 35 ARRD 18.12.2026
/ DE000PC9WCB7
BNP Paribas Call 35 ARRD 18.12.20.../ DE000PC9WCB7 /
10/09/2024 08:26:15 |
Chg.-0.050 |
Bid13:23:28 |
Ask13:23:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-5.95% |
0.770 Bid Size: 20,000 |
0.780 Ask Size: 20,000 |
ARCELORMITTAL S.A. N... |
35.00 EUR |
18/12/2026 |
Call |
Master data
WKN: |
PC9WCB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
18/12/2026 |
Issue date: |
15/05/2024 |
Last trading day: |
17/12/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.25 |
Parity: |
-11.47 |
Time value: |
0.91 |
Break-even: |
35.91 |
Moneyness: |
0.67 |
Premium: |
0.53 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.11 |
Spread %: |
13.75% |
Delta: |
0.23 |
Theta: |
0.00 |
Omega: |
5.87 |
Rho: |
0.10 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.840 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.55% |
1 Month |
|
|
-15.96% |
3 Months |
|
|
-58.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.780 |
1M High / 1M Low: |
1.050 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.935 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |