BNP Paribas Call 7.5 NWL 20.09.2024
/ DE000PC39KK5
BNP Paribas Call 7.5 NWL 20.09.20.../ DE000PC39KK5 /
26/07/2024 10:11:59 |
Chg.-0.040 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-23.53% |
- Bid Size: - |
- Ask Size: - |
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: |
5.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.56 |
Historic volatility: |
0.58 |
Parity: |
1.30 |
Time value: |
0.23 |
Break-even: |
8.44 |
Moneyness: |
1.19 |
Premium: |
0.03 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
1.32% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
4.41 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.48% |
1 Month |
|
|
-27.78% |
3 Months |
|
|
-77.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.130 |
1M High / 1M Low: |
0.270 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
331.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |