BNP Paribas Call 7.2 NWL 20.12.2024
/ DE000PC21EF6
BNP Paribas Call 7.2 NWL 20.12.20.../ DE000PC21EF6 /
7/5/2024 9:50:40 PM |
Chg.-0.050 |
Bid9:55:17 PM |
Ask9:55:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-11.63% |
0.390 Bid Size: 32,100 |
0.410 Ask Size: 32,100 |
Newell Brands Inc |
7.20 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/5/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.45 |
Parity: |
-1.05 |
Time value: |
0.41 |
Break-even: |
7.05 |
Moneyness: |
0.84 |
Premium: |
0.26 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.02 |
Spread %: |
5.13% |
Delta: |
0.38 |
Theta: |
0.00 |
Omega: |
5.18 |
Rho: |
0.01 |
Quote data
Open: |
0.430 |
High: |
0.450 |
Low: |
0.370 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.56% |
1 Month |
|
|
-64.15% |
3 Months |
|
|
-66.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.380 |
1M High / 1M Low: |
1.060 |
0.380 |
6M High / 6M Low: |
2.550 |
0.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.636 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.360 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.12% |
Volatility 6M: |
|
175.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |