BNP Paribas Call 9.2 NWL 20.12.20.../  DE000PC21EB5  /

Frankfurt Zert./BNP
05/07/2024  21:50:25 Chg.0.000 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.160
Bid Size: 50,000
0.180
Ask Size: 50,000
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: 31.06
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.45
Parity: -2.90
Time value: 0.18
Break-even: 8.67
Moneyness: 0.66
Premium: 0.55
Premium p.a.: 1.61
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.19
Theta: 0.00
Omega: 5.78
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -58.97%
3 Months
  -69.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.390 0.140
6M High / 6M Low: 1.570 0.140
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.655
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.20%
Volatility 6M:   219.62%
Volatility 1Y:   -
Volatility 3Y:   -