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BNP Paribas Call 25 ARRD 21.06.20.../  DE000PE535M8  /

Frankfurt Zert./BNP
2024-05-27  9:20:27 PM Chg.+0.020 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.200EUR +11.11% 0.200
Bid Size: 10,000		 0.330
Ask Size: 9,091		 ARCELORMITTAL S.A. N... 25.00 - 2024-06-21 Call
 

Master data

WKN: PE535M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-06-21
Issue date: 2022-11-29
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 78.45
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: -1.47
Time value: 0.30
Break-even: 25.30
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.87
Spread abs.: 0.13
Spread %: 76.47%
Delta: 0.26
Theta: -0.01
Omega: 20.43
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.200
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -68.75%
3 Months
  -84.50%
YTD
  -93.08%
1 Year
  -94.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.160
1M High / 1M Low: 0.720 0.160
6M High / 6M Low: 3.200 0.160
High (YTD): 2024-02-09 2.940
Low (YTD): 2024-05-23 0.160
52W High: 2023-06-14 4.420
52W Low: 2024-05-23 0.160
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   1.537
Avg. volume 6M:   0.000
Avg. price 1Y:   2.096
Avg. volume 1Y:   0.000
Volatility 1M:   389.69%
Volatility 6M:   223.73%
Volatility 1Y:   187.03%
Volatility 3Y:   -