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BNP Paribas Call 34 ARRD 21.06.20.../  DE000PE535S5  /

EUWAX
2024-05-27  8:07:20 AM Chg.0.000 Bid9:07:01 AM Ask9:07:01 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 20,000		 0.021
Ask Size: 20,000		 ARCELORMITTAL S.A. N... 34.00 - 2024-06-21 Call
 

Master data

WKN: PE535S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-06-21
Issue date: 2022-11-29
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 196.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.25
Parity: -10.47
Time value: 0.12
Break-even: 34.12
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 0.00
Spread abs.: 0.12
Spread %: 11,900.00%
Delta: 0.06
Theta: -0.01
Omega: 11.56
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -96.00%
YTD
  -99.60%
1 Year
  -99.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.290 0.001
High (YTD): 2024-01-02 0.230
Low (YTD): 2024-05-24 0.001
52W High: 2023-06-13 1.200
52W Low: 2024-05-24 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   293.36%
Volatility 1Y:   242.21%
Volatility 3Y:   -