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BNP Paribas Call 26 ARRD 21.06.20.../  DE000PE535N6  /

Frankfurt Zert./BNP
2024-05-27  9:20:27 PM Chg.+0.004 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.050EUR +8.70% 0.050
Bid Size: 10,000		 0.180
Ask Size: 10,000		 ARCELORMITTAL S.A. N... 26.00 - 2024-06-21 Call
 

Master data

WKN: PE535N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2024-06-21
Issue date: 2022-11-29
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 138.44
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -2.47
Time value: 0.17
Break-even: 26.17
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 3.71
Spread abs.: 0.13
Spread %: 277.78%
Delta: 0.16
Theta: -0.01
Omega: 21.66
Rho: 0.00
 

Quote data

Open: 0.038
High: 0.050
Low: 0.038
Previous Close: 0.046
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month
  -86.49%
3 Months
  -94.44%
YTD
  -97.85%
1 Year
  -98.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.043
1M High / 1M Low: 0.390 0.043
6M High / 6M Low: 2.610 0.043
High (YTD): 2024-02-09 2.310
Low (YTD): 2024-05-23 0.043
52W High: 2023-06-14 3.890
52W Low: 2024-05-23 0.043
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   1.124
Avg. volume 6M:   0.000
Avg. price 1Y:   1.687
Avg. volume 1Y:   0.000
Volatility 1M:   473.27%
Volatility 6M:   259.83%
Volatility 1Y:   210.97%
Volatility 3Y:   -