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BNP Paribas Call 24 ARRD 21.06.20.../  DE000PE535L0  /

Frankfurt Zert./BNP
2024-06-17  6:20:52 PM Chg.0.000 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000		 0.120
Ask Size: 10,000		 ARCELORMITTAL S.A. N... 24.00 - 2024-06-21 Call
 

Master data

WKN: PE535L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-06-21
Issue date: 2022-11-29
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 196.13
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.47
Time value: 0.12
Break-even: 24.12
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 8.40
Spread abs.: 0.12
Spread %: 11,900.00%
Delta: 0.27
Theta: -0.03
Omega: 53.51
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -99.38%
1 Month
  -99.90%
3 Months
  -99.94%
YTD
  -99.97%
1 Year
  -99.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.001
1M High / 1M Low: 0.960 0.001
6M High / 6M Low: 3.860 0.001
High (YTD): 2024-02-09 3.660
Low (YTD): 2024-06-14 0.001
52W High: 2023-07-31 4.830
52W Low: 2024-06-14 0.001
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   1.838
Avg. volume 6M:   0.000
Avg. price 1Y:   2.345
Avg. volume 1Y:   0.000
Volatility 1M:   716.20%
Volatility 6M:   340.18%
Volatility 1Y:   260.69%
Volatility 3Y:   -