BNP Paribas Call 7.2 NWL 20.12.2024
/ DE000PC21EF6
BNP Paribas Call 7.2 NWL 20.12.20.../ DE000PC21EF6 /
| 09/09/2024 08:47:34 |
Chg.+0.020 |
Bid20:16:22 |
Ask20:16:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+2.15% |
0.740
Bid Size: 31,200 |
0.760
Ask Size: 31,200 |
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: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.57 |
| Parity: |
0.37 |
| Time value: |
0.60 |
| Break-even: |
7.46 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
4.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.44% |
| 1 Month |
|
|
+4.40% |
| 3 Months |
|
|
-9.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.620 |
| 1M High / 1M Low: |
0.930 |
0.620 |
| 6M High / 6M Low: |
2.040 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.18% |
| Volatility 6M: |
|
528.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
