BNP Paribas Call 7.5 NWL 20.09.2024
/ DE000PC39KK5
BNP Paribas Call 7.5 NWL 20.09.20.../ DE000PC39KK5 /
9/16/2024 9:50:27 PM |
Chg.-0.070 |
Bid9:59:47 PM |
Ask9/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-19.44% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
7.50 - |
9/20/2024 |
Call |
Master data
WKN: |
PC39KK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 - |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/17/2024 |
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: |
|
- |