BNP Paribas Call 7.8 NWL 20.12.2024
/ DE000PC21EE9
BNP Paribas Call 7.8 NWL 20.12.20.../ DE000PC21EE9 /
| 11/8/2024 9:13:05 AM |
Chg.+0.21 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+19.09% |
-
Bid Size: - |
-
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: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.61 |
| Parity: |
1.32 |
| Time value: |
0.12 |
| Break-even: |
8.72 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.41% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
5.23 |
| Rho: |
0.01 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.09% |
| 1 Month |
|
|
+204.65% |
| 3 Months |
|
|
+98.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.05 |
| 1M High / 1M Low: |
1.76 |
0.33 |
| 6M High / 6M Low: |
1.76 |
0.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,517.33% |
| Volatility 6M: |
|
876.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
