BNP Paribas Call 11 NWL 20.12.2024
/ DE000PC258X6
BNP Paribas Call 11 NWL 20.12.202.../ DE000PC258X6 /
| 2024-08-02 9:50:35 PM |
Chg.-0.030 |
Bid9:56:35 PM |
Ask9:56:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.280
Bid Size: 45,300 |
0.300
Ask Size: 45,300 |
Newell Brands Inc |
11.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC258X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.57 |
| Parity: |
-2.53 |
| Time value: |
0.30 |
| Break-even: |
10.38 |
| Moneyness: |
0.75 |
| Premium: |
0.37 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.24 |
| Theta: |
0.00 |
| Omega: |
6.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
+285.71% |
| 3 Months |
|
|
+12.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.270 |
| 1M High / 1M Low: |
0.450 |
0.070 |
| 6M High / 6M Low: |
0.660 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.257 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,055.81% |
| Volatility 6M: |
|
497.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
