BNP Paribas Call 10.2 NWL 20.12.2024
/ DE000PC21D92
BNP Paribas Call 10.2 NWL 20.12.2.../ DE000PC21D92 /
7/26/2024 10:13:19 AM |
Chg.-0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-23.08% |
- Bid Size: - |
- Ask Size: - |
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: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-37.50% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-56.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.100 |
1M High / 1M Low: |
0.160 |
0.100 |
6M High / 6M Low: |
0.940 |
0.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.123 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.364 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.75% |
Volatility 6M: |
|
234.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |