BNP Paribas Call 8.2 NWL 20.12.2024
/ DE000PC21ED1
BNP Paribas Call 8.2 NWL 20.12.20.../ DE000PC21ED1 /
04/10/2024 08:47:21 |
Chg.-0.040 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-11.43% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
8.20 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC21ED |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.20 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: |
18.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.57 |
Parity: |
-0.66 |
Time value: |
0.37 |
Break-even: |
7.84 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.96 |
Spread abs.: |
0.02 |
Spread %: |
5.71% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
7.22 |
Rho: |
0.00 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.19% |
1 Month |
|
|
-38.00% |
3 Months |
|
|
+29.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.310 |
1M High / 1M Low: |
0.580 |
0.240 |
6M High / 6M Low: |
1.420 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.380 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.573 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
320.36% |
Volatility 6M: |
|
723.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |