BNP Paribas Call 9.2 NWL 20.12.2024
/ DE000PC21EB5
BNP Paribas Call 9.2 NWL 20.12.20.../ DE000PC21EB5 /
| 9/3/2024 7:50:30 PM |
Chg.+0.030 |
Bid9/3/2024 |
Ask9/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+18.75% |
0.190
Bid Size: 100,000 |
0.210
Ask Size: 100,000 |
Newell Brands Inc |
9.20 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC21EB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.20 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: |
29.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.57 |
| Parity: |
-1.91 |
| Time value: |
0.22 |
| Break-even: |
8.53 |
| Moneyness: |
0.77 |
| Premium: |
0.33 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.06 |
| Spread %: |
37.50% |
| Delta: |
0.23 |
| Theta: |
0.00 |
| Omega: |
6.81 |
| Rho: |
0.00 |
Quote data
| Open: |
0.160 |
| High: |
0.200 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
-67.80% |
| 3 Months |
|
|
-58.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.160 |
| 1M High / 1M Low: |
0.520 |
0.160 |
| 6M High / 6M Low: |
0.950 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.35% |
| Volatility 6M: |
|
630.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
