BNP Paribas Call 10.5 NWL 17.01.2025
/ DE000PC21EG4
BNP Paribas Call 10.5 NWL 17.01.2.../ DE000PC21EG4 /
| 2024-09-27 10:50:31 AM |
Chg.+0.010 |
Bid2024-09-27 |
Ask2024-09-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+12.50% |
0.090
Bid Size: 50,000 |
0.190
Ask Size: 50,000 |
Newell Brands Inc |
10.50 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC21EG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.57 |
| Parity: |
-2.71 |
| Time value: |
0.14 |
| Break-even: |
9.53 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
2.18 |
| Spread abs.: |
0.06 |
| Spread %: |
75.00% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
7.51 |
| Rho: |
0.00 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.071 |
| 1M High / 1M Low: |
0.190 |
0.071 |
| 6M High / 6M Low: |
0.660 |
0.071 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.57% |
| Volatility 6M: |
|
515.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
