BNP Paribas Call 7.2 NWL 20.12.2024
/ DE000PC21EF6
BNP Paribas Call 7.2 NWL 20.12.20.../ DE000PC21EF6 /
| 2024-07-26 9:50:39 PM |
Chg.+1.540 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+308.00% |
-
Bid Size: - |
-
Ask Size: - |
Newell Brands Inc |
7.20 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC21EF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.20 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.58 |
| Parity: |
1.58 |
| Time value: |
0.49 |
| Break-even: |
8.70 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.15 |
| Rho: |
0.02 |
Quote data
| Open: |
0.470 |
| High: |
2.080 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+300.00% |
| 1 Month |
|
|
+353.33% |
| 3 Months |
|
|
+30.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
0.500 |
| 1M High / 1M Low: |
2.040 |
0.320 |
| 6M High / 6M Low: |
2.260 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,133.08% |
| Volatility 6M: |
|
469.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
