BNP Paribas Call 20 ARRD 19.12.2025
/ DE000PC6L8Y2
BNP Paribas Call 20 ARRD 19.12.20.../ DE000PC6L8Y2 /
9/27/2024 11:20:49 AM |
Chg.+0.160 |
Bid11:47:16 AM |
Ask11:47:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.300EUR |
+3.11% |
5.260 Bid Size: 14,000 |
5.270 Ask Size: 14,000 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
12/19/2025 |
Call |
Master data
WKN: |
PC6L8Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
12/19/2025 |
Issue date: |
3/14/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.15 |
Intrinsic value: |
3.54 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
3.54 |
Time value: |
1.72 |
Break-even: |
25.25 |
Moneyness: |
1.18 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.13 |
Spread %: |
2.54% |
Delta: |
0.80 |
Theta: |
0.00 |
Omega: |
3.58 |
Rho: |
0.17 |
Quote data
Open: |
5.200 |
High: |
5.300 |
Low: |
5.200 |
Previous Close: |
5.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+39.47% |
1 Month |
|
|
+51.00% |
3 Months |
|
|
+25.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.140 |
3.770 |
1M High / 1M Low: |
5.140 |
2.750 |
6M High / 6M Low: |
7.880 |
2.720 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.288 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.508 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.927 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.32% |
Volatility 6M: |
|
91.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |