BNP Paribas Call 7.2 NWL 20.12.2024
/ DE000PC21EF6
BNP Paribas Call 7.2 NWL 20.12.20.../ DE000PC21EF6 /
| 07/10/2024 21:50:39 |
Chg.-0.050 |
Bid21:56:38 |
Ask21:56:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-6.85% |
0.660
Bid Size: 15,300 |
0.680
Ask Size: 15,300 |
Newell Brands Inc |
7.20 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
0.26 |
| Time value: |
0.51 |
| Break-even: |
7.33 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
5.51 |
| Rho: |
0.01 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.620 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.84% |
| 1 Month |
|
|
-27.66% |
| 3 Months |
|
|
+78.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.650 |
| 1M High / 1M Low: |
1.060 |
0.540 |
| 6M High / 6M Low: |
2.040 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.758 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.942 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.23% |
| Volatility 6M: |
|
473.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
