BNP Paribas Call 9.5 NWL 20.12.2024
/ DE000PC1MGH3
BNP Paribas Call 9.5 NWL 20.12.20.../ DE000PC1MGH3 /
2024-07-26 9:50:24 PM |
Chg.+0.680 |
Bid9:58:26 PM |
Ask9:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+425.00% |
0.850 Bid Size: 15,800 |
0.870 Ask Size: 15,800 |
Newell Brands Inc |
9.50 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC1MGH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.58 |
Parity: |
-0.54 |
Time value: |
0.87 |
Break-even: |
9.62 |
Moneyness: |
0.94 |
Premium: |
0.17 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.02 |
Spread %: |
2.35% |
Delta: |
0.50 |
Theta: |
0.00 |
Omega: |
4.73 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.880 |
Low: |
0.130 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+320.00% |
1 Month |
|
|
+546.15% |
3 Months |
|
|
+55.56% |
YTD |
|
|
-39.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.160 |
1M High / 1M Low: |
0.840 |
0.120 |
6M High / 6M Low: |
1.180 |
0.120 |
High (YTD): |
2024-01-09 |
1.460 |
Low (YTD): |
2024-07-03 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.476 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,506.13% |
Volatility 6M: |
|
635.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |