BNP Paribas Call 7.5 NWL 20.09.2024
/ DE000PC39KK5
BNP Paribas Call 7.5 NWL 20.09.20.../ DE000PC39KK5 /
| 16/09/2024 21:50:27 |
Chg.-0.070 |
Bid21:59:47 |
Ask16/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-19.44% |
-
Bid Size: - |
-
Ask Size: - |
Newell Brands Inc |
7.50 - |
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 - |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.57 |
| Parity: |
0.21 |
| Time value: |
0.10 |
| Break-even: |
7.05 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
5.03 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
15.32 |
| Rho: |
0.00 |
Quote data
| Open: |
0.380 |
| High: |
0.420 |
| Low: |
0.270 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+141.67% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
+7.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.120 |
| 1M High / 1M Low: |
0.360 |
0.068 |
| 6M High / 6M Low: |
1.520 |
0.068 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
777.39% |
| Volatility 6M: |
|
1,032.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
