BNP Paribas Call 10.5 NWL 19.12.2025
/ DE000PC21EH2
BNP Paribas Call 10.5 NWL 19.12.2.../ DE000PC21EH2 /
| 05/07/2024 21:50:23 |
Chg.-0.020 |
Bid05/07/2024 |
Ask05/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-5.71% |
0.330
Bid Size: 46,200 |
0.350
Ask Size: 46,200 |
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: |
15.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.45 |
| Parity: |
-4.10 |
| Time value: |
0.35 |
| Break-even: |
10.04 |
| Moneyness: |
0.58 |
| Premium: |
0.80 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.25 |
| Theta: |
0.00 |
| Omega: |
4.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
-52.17% |
| 3 Months |
|
|
-59.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.330 |
| 1M High / 1M Low: |
0.690 |
0.330 |
| 6M High / 6M Low: |
1.730 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.919 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.64% |
| Volatility 6M: |
|
168.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
