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

Frankfurt Zert./BNP
2024-05-23  9:20:32 PM Chg.-0.020 Bid9:30:26 PM Ask9:30:26 PM Underlying Strike price Expiration date Option type
0.043EUR -31.75% 0.043
Bid Size: 10,000		 0.170
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: 120.30
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -1.94
Time value: 0.20
Break-even: 26.20
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 1.92
Spread abs.: 0.13
Spread %: 185.71%
Delta: 0.19
Theta: -0.01
Omega: 23.05
Rho: 0.00
 

Quote data

Open: 0.072
High: 0.072
Low: 0.041
Previous Close: 0.063
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -77.37%
1 Month
  -87.71%
3 Months
  -95.52%
YTD
  -98.15%
1 Year
  -98.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.063
1M High / 1M Low: 0.390 0.063
6M High / 6M Low: 2.610 0.063
High (YTD): 2024-02-09 2.310
Low (YTD): 2024-05-22 0.063
52W High: 2023-06-14 3.890
52W Low: 2024-05-22 0.063
Avg. price 1W:   0.131
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   1.137
Avg. volume 6M:   0.000
Avg. price 1Y:   1.722
Avg. volume 1Y:   0.000
Volatility 1M:   442.51%
Volatility 6M:   256.23%
Volatility 1Y:   207.96%
Volatility 3Y:   -