BNP Paribas Call 11.5 NWL 20.12.2024
/ DE000PC258Y4
BNP Paribas Call 11.5 NWL 20.12.2.../ DE000PC258Y4 /
| 10/11/2024 9:50:32 PM |
Chg.+0.002 |
Bid9:52:12 PM |
Ask9:52:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
+7.14% |
0.032
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: |
76.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.57 |
| Parity: |
-3.57 |
| Time value: |
0.09 |
| Break-even: |
10.61 |
| Moneyness: |
0.66 |
| Premium: |
0.53 |
| Premium p.a.: |
8.36 |
| Spread abs.: |
0.06 |
| Spread %: |
184.38% |
| Delta: |
0.11 |
| Theta: |
0.00 |
| Omega: |
8.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.025 |
| High: |
0.031 |
| Low: |
0.025 |
| Previous Close: |
0.028 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-72.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.024 |
| 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: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5,947.50% |
| Volatility 6M: |
|
2,376.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
