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BNP Paribas Call 28 ARRD 21.06.20.../  DE000PE535P1  /

EUWAX
2024-05-23  8:07:30 AM Chg.-0.001 Bid5:37:02 PM Ask5:37:02 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% 0.001
Bid Size: 10,000		 0.130
Ask Size: 10,000		 ARCELORMITTAL S.A. N... 28.00 - 2024-06-21 Call
 

Master data

WKN: PE535P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-06-21
Issue date: 2022-11-29
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 185.08
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -3.94
Time value: 0.13
Break-even: 28.13
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 6.15
Spread abs.: 0.13
Spread %: 6,400.00%
Delta: 0.10
Theta: -0.01
Omega: 19.36
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -98.82%
3 Months
  -99.52%
YTD
  -99.86%
1 Year
  -99.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.003
1M High / 1M Low: 0.170 0.003
6M High / 6M Low: 1.630 0.003
High (YTD): 2024-01-02 1.330
Low (YTD): 2024-05-22 0.003
52W High: 2023-06-13 2.970
52W Low: 2024-05-22 0.003
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.590
Avg. volume 6M:   0.000
Avg. price 1Y:   1.117
Avg. volume 1Y:   0.000
Volatility 1M:   514.27%
Volatility 6M:   296.22%
Volatility 1Y:   237.15%
Volatility 3Y:   -