BNP Paribas Call 8 NWL 20.09.2024
/ DE000PC39KL3
BNP Paribas Call 8 NWL 20.09.2024/ DE000PC39KL3 /
| 02/08/2024 21:50:26 |
Chg.-0.090 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-12.86% |
0.650
Bid Size: 12,600 |
0.670
Ask Size: 12,600 |
Newell Brands Inc |
8.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39KL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.57 |
| Parity: |
0.22 |
| Time value: |
0.45 |
| Break-even: |
8.00 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.680 |
| Low: |
0.490 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.49% |
| 1 Month |
|
|
+577.78% |
| 3 Months |
|
|
-7.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.610 |
| 1M High / 1M Low: |
1.140 |
0.080 |
| 6M High / 6M Low: |
1.440 |
0.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,637.41% |
| Volatility 6M: |
|
1,117.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
