BNP Paribas Call 10.5 NWL 17.01.2025
/ DE000PC21EG4
BNP Paribas Call 10.5 NWL 17.01.2.../ DE000PC21EG4 /
| 09/09/2024 16:55:40 |
Chg.-0.040 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-21.05% |
0.150
Bid Size: 100,000 |
0.170
Ask Size: 100,000 |
Newell Brands Inc |
10.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC21EG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.57 |
| Parity: |
-2.61 |
| Time value: |
0.21 |
| Break-even: |
9.68 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
6.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.170 |
| High: |
0.180 |
| Low: |
0.150 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
0.190 |
0.140 |
| 6M High / 6M Low: |
0.660 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.33% |
| Volatility 6M: |
|
518.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
