BNP Paribas Call 11.5 NWL 17.01.2025
/ DE000PC39KT6
BNP Paribas Call 11.5 NWL 17.01.2.../ DE000PC39KT6 /
01/08/2024 08:18:49 |
Chg.-0.040 |
Bid15:47:49 |
Ask15:47:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-10.81% |
0.330 Bid Size: 38,200 |
0.350 Ask Size: 38,200 |
Newell Brands Inc |
11.50 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC39KT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.50 USD |
Maturity: |
17/01/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.58 |
Parity: |
-2.69 |
Time value: |
0.35 |
Break-even: |
10.97 |
Moneyness: |
0.75 |
Premium: |
0.38 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.02 |
Spread %: |
6.06% |
Delta: |
0.26 |
Theta: |
0.00 |
Omega: |
5.82 |
Rho: |
0.01 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+230.00% |
1 Month |
|
|
+230.00% |
3 Months |
|
|
-2.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.100 |
1M High / 1M Low: |
0.460 |
0.090 |
6M High / 6M Low: |
0.590 |
0.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.286 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.261 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,227.99% |
Volatility 6M: |
|
550.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |