BNP Paribas Call 10.5 NWL 16.01.2026
/ DE000PC21EJ8
BNP Paribas Call 10.5 NWL 16.01.2.../ DE000PC21EJ8 /
| 2024-09-24 9:50:37 PM |
Chg.-0.050 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-8.47% |
0.540
Bid Size: 34,200 |
0.560
Ask Size: 34,200 |
Newell Brands Inc |
10.50 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC21EJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2026-01-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.57 |
| Parity: |
-2.93 |
| Time value: |
0.60 |
| Break-even: |
10.05 |
| Moneyness: |
0.69 |
| Premium: |
0.54 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
0.35 |
| Theta: |
0.00 |
| Omega: |
3.79 |
| Rho: |
0.02 |
Quote data
| Open: |
0.570 |
| High: |
0.590 |
| Low: |
0.500 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.540 |
| 1M High / 1M Low: |
0.790 |
0.540 |
| 6M High / 6M Low: |
1.550 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.83% |
| Volatility 6M: |
|
300.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
