BNP Paribas Call 10.5 NWL 20.12.2024
/ DE000PC21D84
BNP Paribas Call 10.5 NWL 20.12.2.../ DE000PC21D84 /
| 7/9/2024 10:44:42 AM |
Chg.+0.010 |
Bid3:50:57 PM |
Ask3:50:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.110
Bid Size: 100,000 |
0.130
Ask Size: 100,000 |
Newell Brands Inc |
10.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC21D8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.45 |
| Parity: |
-4.01 |
| Time value: |
0.14 |
| Break-even: |
9.83 |
| Moneyness: |
0.59 |
| Premium: |
0.73 |
| Premium p.a.: |
2.38 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
5.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-65.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.200 |
0.080 |
| 6M High / 6M Low: |
1.150 |
0.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.13% |
| Volatility 6M: |
|
231.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
