BNP Paribas Call 8.2 NWL 20.12.2024
/ DE000PC21ED1
BNP Paribas Call 8.2 NWL 20.12.20.../ DE000PC21ED1 /
9/3/2024 8:47:24 AM |
Chg.-0.010 |
Bid9:19:58 PM |
Ask9:19:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-3.23% |
0.350 Bid Size: 56,800 |
0.370 Ask Size: 56,800 |
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: |
17.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.57 |
Parity: |
-1.00 |
Time value: |
0.36 |
Break-even: |
7.77 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.05 |
Spread %: |
16.13% |
Delta: |
0.36 |
Theta: |
0.00 |
Omega: |
6.34 |
Rho: |
0.01 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-70.59% |
3 Months |
|
|
-62.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.310 |
1M High / 1M Low: |
0.910 |
0.310 |
6M High / 6M Low: |
1.420 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.334 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.450 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.685 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.89% |
Volatility 6M: |
|
713.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |