BNP Paribas Call 12 NWL 20.12.2024
/ DE000PC258Z1
BNP Paribas Call 12 NWL 20.12.202.../ DE000PC258Z1 /
02/09/2024 08:42:04 |
Chg.-0.005 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.073EUR |
-6.41% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
12.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC258Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
68.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.58 |
Parity: |
-4.45 |
Time value: |
0.09 |
Break-even: |
10.96 |
Moneyness: |
0.59 |
Premium: |
0.71 |
Premium p.a.: |
5.00 |
Spread abs.: |
0.02 |
Spread %: |
27.03% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
6.85 |
Rho: |
0.00 |
Quote data
Open: |
0.073 |
High: |
0.073 |
Low: |
0.073 |
Previous Close: |
0.078 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.29% |
1 Month |
|
|
-63.50% |
3 Months |
|
|
-43.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.070 |
1M High / 1M Low: |
0.200 |
0.070 |
6M High / 6M Low: |
0.330 |
0.054 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.110 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.154 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.73% |
Volatility 6M: |
|
635.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |