BNP Paribas Call 9.2 NWL 20.12.2024
/ DE000PC21EB5
BNP Paribas Call 9.2 NWL 20.12.20.../ DE000PC21EB5 /
| 05/08/2024 08:28:58 |
Chg.-0.090 |
Bid13:59:25 |
Ask13:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-14.06% |
0.480
Bid Size: 11,800 |
-
Ask Size: - |
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: |
11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
-0.88 |
| Time value: |
0.64 |
| Break-even: |
9.07 |
| Moneyness: |
0.90 |
| Premium: |
0.20 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
5.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.11% |
| 1 Month |
|
|
+266.67% |
| 3 Months |
|
|
-3.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.640 |
| 1M High / 1M Low: |
0.950 |
0.120 |
| 6M High / 6M Low: |
1.130 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.521 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,061.17% |
| Volatility 6M: |
|
837.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
