BNP Paribas Call 10.5 NWL 20.09.2024
/ DE000PC39KR0
BNP Paribas Call 10.5 NWL 20.09.2.../ DE000PC39KR0 /
05/08/2024 17:21:13 |
Chg.-0.024 |
Bid17:33:08 |
Ask17:33:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
-26.67% |
0.058 Bid Size: 50,000 |
0.098 Ask Size: 50,000 |
Newell Brands Inc |
10.50 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC39KR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
62.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.57 |
Parity: |
-2.07 |
Time value: |
0.12 |
Break-even: |
9.74 |
Moneyness: |
0.78 |
Premium: |
0.29 |
Premium p.a.: |
6.55 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
0.16 |
Theta: |
0.00 |
Omega: |
9.84 |
Rho: |
0.00 |
Quote data
Open: |
0.070 |
High: |
0.070 |
Low: |
0.039 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-61.18% |
1 Month |
|
|
+69.23% |
3 Months |
|
|
-52.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.090 |
1M High / 1M Low: |
0.190 |
0.026 |
6M High / 6M Low: |
0.560 |
0.024 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.162 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,305.45% |
Volatility 6M: |
|
609.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |