BNP Paribas Call 7.8 NWL 20.12.2024
/ DE000PC21EE9
BNP Paribas Call 7.8 NWL 20.12.20.../ DE000PC21EE9 /
9/2/2024 8:20:55 PM |
Chg.-0.010 |
Bid9/2/2024 |
Ask9/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-2.38% |
0.410 Bid Size: 11,950 |
- Ask Size: - |
Newell Brands Inc |
7.80 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC21EE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.80 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/5/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.58 |
Parity: |
-0.64 |
Time value: |
0.44 |
Break-even: |
7.50 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
0.42 |
Theta: |
0.00 |
Omega: |
6.14 |
Rho: |
0.01 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.410 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.58% |
1 Month |
|
|
-63.72% |
3 Months |
|
|
-56.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.420 |
1M High / 1M Low: |
1.130 |
0.420 |
6M High / 6M Low: |
1.650 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.581 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.819 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.02% |
Volatility 6M: |
|
536.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |