BNP Paribas Call 9.2 NWL 20.12.2024
/ DE000PC21EB5
BNP Paribas Call 9.2 NWL 20.12.20.../ DE000PC21EB5 /
| 15/11/2024 21:50:32 |
Chg.-0.070 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-24.14% |
0.220
Bid Size: 20,200 |
0.280
Ask Size: 20,200 |
Newell Brands Inc |
9.20 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.62 |
| Parity: |
-0.23 |
| Time value: |
0.33 |
| Break-even: |
9.07 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
11.57 |
| Rho: |
0.00 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.220 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.11% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.220 |
| 1M High / 1M Low: |
0.750 |
0.120 |
| 6M High / 6M Low: |
0.950 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
892.91% |
| Volatility 6M: |
|
726.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
