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: |
|
- |
