BNP Paribas Call 22 ARRD 19.12.2025
/ DE000PC39NF9
BNP Paribas Call 22 ARRD 19.12.20.../ DE000PC39NF9 /
| 2024-09-26 8:20:54 PM |
Chg.+0.780 |
Bid8:40:04 PM |
Ask8:40:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+24.61% |
3.960
Bid Size: 3,200 |
4.090
Ask Size: 3,200 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC39NF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
1.54 |
| Time value: |
1.76 |
| Break-even: |
25.29 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
2.81% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
5.27 |
| Rho: |
0.17 |
Quote data
| Open: |
3.360 |
| High: |
4.060 |
| Low: |
3.360 |
| Previous Close: |
3.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.81% |
| 1 Month |
|
|
+50.76% |
| 3 Months |
|
|
+17.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.350 |
2.760 |
| 1M High / 1M Low: |
3.350 |
1.950 |
| 6M High / 6M Low: |
6.620 |
1.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.896 |
| Avg. volume 6M: |
|
46.217 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.76% |
| Volatility 6M: |
|
95.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
