BNP Paribas Call 11 NWL 20.12.2024
/ DE000PC258X6
BNP Paribas Call 11 NWL 20.12.202.../ DE000PC258X6 /
| 7/29/2024 10:24:33 AM |
Chg.+0.370 |
Bid10:32:31 AM |
Ask10:32:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+462.50% |
0.450
Bid Size: 27,200 |
0.550
Ask Size: 27,200 |
Newell Brands Inc |
11.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.58 |
| Parity: |
-1.93 |
| Time value: |
0.47 |
| Break-even: |
10.61 |
| Moneyness: |
0.81 |
| Premium: |
0.29 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
5.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+275.00% |
| 1 Month |
|
|
+484.42% |
| 3 Months |
|
|
+60.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.080 |
| 1M High / 1M Low: |
0.130 |
0.077 |
| 6M High / 6M Low: |
0.730 |
0.069 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.80% |
| Volatility 6M: |
|
240.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
