BNP Paribas Call 8.2 NWL 20.12.2024
/ DE000PC21ED1
BNP Paribas Call 8.2 NWL 20.12.20.../ DE000PC21ED1 /
30/08/2024 08:47:21 |
Chg.+0.030 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+9.09% |
- 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: |
18.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.57 |
Parity: |
-1.00 |
Time value: |
0.34 |
Break-even: |
7.76 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
6.58 |
Rho: |
0.01 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-69.23% |
3 Months |
|
|
-46.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.320 |
1M High / 1M Low: |
1.170 |
0.320 |
6M High / 6M Low: |
1.420 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.515 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.690 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.52% |
Volatility 6M: |
|
713.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |