BNP Paribas Call 7.5 NWL 20.09.20.../  DE000PC39KK5  /

Frankfurt Zert./BNP
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:   -