BNP Paribas Call 10.2 NWL 20.12.2024
/ DE000PC21D92
BNP Paribas Call 10.2 NWL 20.12.2.../ DE000PC21D92 /
| 03/09/2024 08:47:19 |
Chg.0.000 |
Bid10:05:20 |
Ask10:05:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.110
Bid Size: 50,000 |
0.210
Ask Size: 50,000 |
Newell Brands Inc |
10.20 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.57 |
| Parity: |
-2.81 |
| Time value: |
0.17 |
| Break-even: |
9.39 |
| Moneyness: |
0.70 |
| Premium: |
0.47 |
| Premium p.a.: |
2.64 |
| Spread abs.: |
0.06 |
| Spread %: |
54.55% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
6.62 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-72.50% |
| 3 Months |
|
|
-64.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.360 |
0.110 |
| 6M High / 6M Low: |
0.640 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.74% |
| Volatility 6M: |
|
754.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
