BNP Paribas Call 11.5 NWL 20.12.2024
/ DE000PC258Y4
BNP Paribas Call 11.5 NWL 20.12.2.../ DE000PC258Y4 /
| 11/14/2024 9:50:23 PM |
Chg.-0.011 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-73.33% |
0.007
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
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: |
94.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.61 |
| Parity: |
-2.29 |
| Time value: |
0.09 |
| Break-even: |
10.98 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
10.94 |
| Spread abs.: |
0.08 |
| Spread %: |
468.75% |
| Delta: |
0.12 |
| Theta: |
0.00 |
| Omega: |
11.69 |
| Rho: |
0.00 |
Quote data
| Open: |
0.012 |
| High: |
0.016 |
| Low: |
0.004 |
| Previous Close: |
0.015 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.78% |
| 1 Month |
|
|
-84.00% |
| 3 Months |
|
|
-96.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.004 |
| 1M High / 1M Low: |
0.100 |
0.003 |
| 6M High / 6M Low: |
0.370 |
0.003 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,911.59% |
| Volatility 6M: |
|
2,476.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
