BNP Paribas Call 10.2 NWL 20.12.2024
/ DE000PC21D92
BNP Paribas Call 10.2 NWL 20.12.2.../ DE000PC21D92 /
| 7/26/2024 9:50:29 PM |
Chg.+0.490 |
Bid9:57:52 PM |
Ask9:57:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+376.92% |
0.630
Bid Size: 20,700 |
0.650
Ask Size: 20,700 |
Newell Brands Inc |
10.20 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC21D9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.20 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.58 |
| Parity: |
-1.19 |
| Time value: |
0.65 |
| Break-even: |
10.05 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.41 |
| Theta: |
0.00 |
| Omega: |
5.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.660 |
| Low: |
0.100 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+287.50% |
| 1 Month |
|
|
+520.00% |
| 3 Months |
|
|
+55.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.130 |
| 1M High / 1M Low: |
0.620 |
0.090 |
| 6M High / 6M Low: |
0.950 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,337.72% |
| Volatility 6M: |
|
578.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
