BNP Paribas Call 10.5 NWL 19.12.2025
/ DE000PC21EH2
BNP Paribas Call 10.5 NWL 19.12.2.../ DE000PC21EH2 /
02/09/2024 08:20:44 |
Chg.-0.010 |
Bid08:25:04 |
Ask08:25:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-1.85% |
0.530 Bid Size: 16,350 |
0.630 Ask Size: 16,350 |
Newell Brands Inc |
10.50 USD |
19/12/2025 |
Call |
Master data
WKN: |
PC21EH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 USD |
Maturity: |
19/12/2025 |
Issue date: |
05/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.57 |
Parity: |
-3.09 |
Time value: |
0.56 |
Break-even: |
10.06 |
Moneyness: |
0.68 |
Premium: |
0.57 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.02 |
Spread %: |
3.70% |
Delta: |
0.33 |
Theta: |
0.00 |
Omega: |
3.83 |
Rho: |
0.02 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.62% |
1 Month |
|
|
-50.93% |
3 Months |
|
|
-33.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.520 |
1M High / 1M Low: |
1.080 |
0.520 |
6M High / 6M Low: |
1.450 |
0.330 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.546 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.644 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.748 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.09% |
Volatility 6M: |
|
327.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |