BNP Paribas Call 7.5 NWL 20.09.2024
/ DE000PC39KK5
BNP Paribas Call 7.5 NWL 20.09.20.../ DE000PC39KK5 /
| 09/08/2024 21:50:28 |
Chg.-0.120 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-32.43% |
0.240
Bid Size: 24,900 |
0.260
Ask Size: 24,900 |
Newell Brands Inc |
7.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39KK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.58 |
| Parity: |
-0.38 |
| Time value: |
0.26 |
| Break-even: |
7.13 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.40 |
| Theta: |
0.00 |
| Omega: |
9.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.390 |
| Low: |
0.230 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.91% |
| 1 Month |
|
|
+127.27% |
| 3 Months |
|
|
-77.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.250 |
| 1M High / 1M Low: |
1.500 |
0.110 |
| 6M High / 6M Low: |
1.520 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.764 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,343.25% |
| Volatility 6M: |
|
987.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
