BNP Paribas Call 10.5 NWL 16.01.2026
/ DE000PC21EJ8
BNP Paribas Call 10.5 NWL 16.01.2.../ DE000PC21EJ8 /
| 11/15/2024 8:47:10 AM |
Chg.-0.08 |
Bid8:58:51 PM |
Ask8:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
-6.35% |
1.14
Bid Size: 30,800 |
1.20
Ask Size: 30,800 |
Newell Brands Inc |
10.50 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
1/5/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.62 |
| Parity: |
-1.46 |
| Time value: |
1.24 |
| Break-even: |
11.21 |
| Moneyness: |
0.85 |
| Premium: |
0.32 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.50 |
| Theta: |
0.00 |
| Omega: |
3.41 |
| Rho: |
0.03 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.60% |
| 1 Month |
|
|
+84.38% |
| 3 Months |
|
|
+110.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.25 |
| 1M High / 1M Low: |
1.54 |
0.56 |
| 6M High / 6M Low: |
1.54 |
0.34 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
604.68% |
| Volatility 6M: |
|
393.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
