BNP Paribas Call 6.8 NWL 20.12.2024
/ DE000PC258W8
BNP Paribas Call 6.8 NWL 20.12.20.../ DE000PC258W8 /
| 07/10/2024 21:50:34 |
Chg.-0.060 |
Bid21:56:38 |
Ask21:56:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-6.32% |
0.870
Bid Size: 12,900 |
0.890
Ask Size: 12,900 |
Newell Brands Inc |
6.80 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC258W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.80 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: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.57 |
| Parity: |
0.62 |
| Time value: |
0.37 |
| Break-even: |
7.19 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
4.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.830 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.82% |
| 1 Month |
|
|
-24.58% |
| 3 Months |
|
|
+85.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.860 |
| 1M High / 1M Low: |
1.310 |
0.720 |
| 6M High / 6M Low: |
2.320 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.10% |
| Volatility 6M: |
|
415.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
