BNP Paribas Call 10.2 NWL 20.12.2024
/ DE000PC21D92
BNP Paribas Call 10.2 NWL 20.12.2.../ DE000PC21D92 /
| 08/11/2024 21:50:33 |
Chg.+0.040 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+44.44% |
0.140
Bid Size: 34,700 |
0.160
Ask Size: 34,700 |
Newell Brands Inc |
10.20 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC21D9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.20 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: |
53.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.61 |
| Parity: |
-0.91 |
| Time value: |
0.16 |
| Break-even: |
9.68 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.25 |
| Theta: |
0.00 |
| Omega: |
13.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.079 |
| High: |
0.130 |
| Low: |
0.056 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+83.10% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.076 |
| 1M High / 1M Low: |
0.330 |
0.053 |
| 6M High / 6M Low: |
0.620 |
0.045 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.181 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
879.61% |
| Volatility 6M: |
|
686.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
