BNP Paribas Call 12 NWL 17.01.2025
/ DE000PC1MGK7
BNP Paribas Call 12 NWL 17.01.202.../ DE000PC1MGK7 /
03/09/2024 21:50:42 |
Chg.+0.010 |
Bid03/09/2024 |
Ask03/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+10.00% |
0.110 Bid Size: 50,000 |
0.130 Ask Size: 50,000 |
Newell Brands Inc |
12.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC1MGK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
40.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.57 |
Parity: |
-4.44 |
Time value: |
0.16 |
Break-even: |
11.00 |
Moneyness: |
0.59 |
Premium: |
0.72 |
Premium p.a.: |
3.27 |
Spread abs.: |
0.06 |
Spread %: |
60.00% |
Delta: |
0.14 |
Theta: |
0.00 |
Omega: |
5.72 |
Rho: |
0.00 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-42.11% |
YTD |
|
|
-85.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.100 |
1M High / 1M Low: |
0.200 |
0.100 |
6M High / 6M Low: |
0.390 |
0.080 |
High (YTD): |
09/01/2024 |
0.810 |
Low (YTD): |
03/07/2024 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.187 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.11% |
Volatility 6M: |
|
417.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |