BNP Paribas Call 10.5 NWL 16.01.2026
/ DE000PC21EJ8
BNP Paribas Call 10.5 NWL 16.01.2.../ DE000PC21EJ8 /
09/09/2024 08:47:34 |
Chg.+0.010 |
Bid13:44:22 |
Ask13:44:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+1.33% |
0.760 Bid Size: 23,700 |
0.900 Ask Size: 23,700 |
Newell Brands Inc |
10.50 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC21EJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 USD |
Maturity: |
16/01/2026 |
Issue date: |
05/01/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.57 |
Parity: |
-2.61 |
Time value: |
0.79 |
Break-even: |
10.26 |
Moneyness: |
0.72 |
Premium: |
0.49 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
2.60% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
3.48 |
Rho: |
0.03 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.03% |
1 Month |
|
|
-1.30% |
3 Months |
|
|
+4.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.570 |
1M High / 1M Low: |
0.770 |
0.560 |
6M High / 6M Low: |
1.540 |
0.340 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.644 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.632 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.787 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.13% |
Volatility 6M: |
|
318.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |