BNP Paribas Call 11.5 NWL 20.12.2024
/ DE000PC258Y4
BNP Paribas Call 11.5 NWL 20.12.2.../ DE000PC258Y4 /
| 7/26/2024 9:50:23 PM |
Chg.+0.280 |
Bid9:55:12 PM |
Ask9:55:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+311.11% |
0.370
Bid Size: 37,200 |
0.390
Ask Size: 37,200 |
Newell Brands Inc |
11.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC258Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.58 |
| Parity: |
-2.39 |
| Time value: |
0.39 |
| Break-even: |
10.98 |
| Moneyness: |
0.77 |
| Premium: |
0.34 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
5.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.390 |
| Low: |
0.070 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+208.33% |
| 1 Month |
|
|
+400.00% |
| 3 Months |
|
|
+60.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.090 |
| 1M High / 1M Low: |
0.370 |
0.060 |
| 6M High / 6M Low: |
0.630 |
0.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,109.91% |
| Volatility 6M: |
|
505.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
