BNP Paribas Call 8.2 NWL 20.12.2024
/ DE000PC21ED1
BNP Paribas Call 8.2 NWL 20.12.20.../ DE000PC21ED1 /
| 11/14/2024 8:48:12 AM |
Chg.-0.060 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-5.94% |
-
Bid Size: - |
-
Ask Size: - |
Newell Brands Inc |
8.20 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.61 |
| Parity: |
0.83 |
| Time value: |
0.15 |
| Break-even: |
8.74 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
7.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+163.89% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.80 |
| 1M High / 1M Low: |
1.45 |
0.23 |
| 6M High / 6M Low: |
1.45 |
0.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,813.18% |
| Volatility 6M: |
|
1,024.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
