BNP Paribas Call 7 NWL 20.09.2024
/ DE000PC39KJ7
BNP Paribas Call 7 NWL 20.09.2024/ DE000PC39KJ7 /
| 9/3/2024 8:21:58 AM |
Chg.-0.020 |
Bid8:41:32 PM |
Ask8:41:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-6.67% |
0.350
Bid Size: 28,400 |
0.370
Ask Size: 28,400 |
Newell Brands Inc |
7.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC39KJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.57 |
| Parity: |
0.08 |
| Time value: |
0.27 |
| Break-even: |
6.67 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.05 |
| Spread %: |
16.67% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
10.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-79.41% |
| 3 Months |
|
|
-74.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.300 |
| 1M High / 1M Low: |
1.200 |
0.290 |
| 6M High / 6M Low: |
1.900 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.69% |
| Volatility 6M: |
|
1,039.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
