BNP Paribas Call 7.8 NWL 20.12.2024
/ DE000PC21EE9
BNP Paribas Call 7.8 NWL 20.12.20.../ DE000PC21EE9 /
| 07/10/2024 20:20:58 |
Chg.-0.060 |
Bid20:30:29 |
Ask20:30:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-12.77% |
0.410
Bid Size: 44,000 |
0.430
Ask Size: 44,000 |
Newell Brands Inc |
7.80 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.57 |
| Parity: |
-0.29 |
| Time value: |
0.50 |
| Break-even: |
7.61 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
6.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.390 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.31% |
| 1 Month |
|
|
-37.88% |
| 3 Months |
|
|
+46.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.420 |
| 1M High / 1M Low: |
0.740 |
0.340 |
| 6M High / 6M Low: |
1.650 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.51% |
| Volatility 6M: |
|
544.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
