BNP Paribas Call 7.5 NWL 20.09.2024
/ DE000PC39KK5
BNP Paribas Call 7.5 NWL 20.09.20.../ DE000PC39KK5 /
| 29/07/2024 09:50:37 |
Chg.+0.010 |
Bid10:01:21 |
Ask10:01:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+0.67% |
1.490
Bid Size: 2,125 |
1.590
Ask Size: 2,125 |
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: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.58 |
| Parity: |
1.30 |
| Time value: |
0.23 |
| Break-even: |
8.44 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
4.40 |
| Rho: |
0.01 |
Quote data
| Open: |
1.530 |
| High: |
1.530 |
| Low: |
1.500 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+733.33% |
| 1 Month |
|
|
+650.00% |
| 3 Months |
|
|
+29.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
0.170 |
| 1M High / 1M Low: |
1.490 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,495.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
