BNP Paribas Call 9.5 NWL 17.01.2025
/ DE000PC1MGJ9
BNP Paribas Call 9.5 NWL 17.01.20.../ DE000PC1MGJ9 /
07/10/2024 21:50:39 |
Chg.-0.010 |
Bid21:56:38 |
Ask21:56:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
9.50 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC1MGJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 USD |
Maturity: |
17/01/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.57 |
Parity: |
-1.84 |
Time value: |
0.20 |
Break-even: |
8.86 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
1.55 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
0.22 |
Theta: |
0.00 |
Omega: |
7.59 |
Rho: |
0.00 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.150 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-46.67% |
3 Months |
|
|
-11.11% |
YTD |
|
|
-88.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.160 |
1M High / 1M Low: |
0.320 |
0.130 |
6M High / 6M Low: |
0.950 |
0.130 |
High (YTD): |
09/01/2024 |
1.520 |
Low (YTD): |
24/09/2024 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.361 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.40% |
Volatility 6M: |
|
538.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |