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

EUWAX
2024-05-27  8:07:20 AM Chg.-0.001 Bid5:37:00 PM Ask5:37:00 PM Underlying Strike price Expiration date Option type
0.038EUR -2.56% 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: 0.038
Low: 0.038
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.25%
1 Month
  -89.14%
3 Months
  -95.37%
YTD
  -98.38%
1 Year
  -98.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.039
1M High / 1M Low: 0.370 0.039
6M High / 6M Low: 2.600 0.039
High (YTD): 2024-02-12 2.280
Low (YTD): 2024-05-24 0.039
52W High: 2023-06-13 3.890
52W Low: 2024-05-24 0.039
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   1.134
Avg. volume 6M:   0.000
Avg. price 1Y:   1.693
Avg. volume 1Y:   0.000
Volatility 1M:   530.08%
Volatility 6M:   266.85%
Volatility 1Y:   215.11%
Volatility 3Y:   -