BNP Paribas Call 6.8 NWL 20.12.2024
/ DE000PC258W8
BNP Paribas Call 6.8 NWL 20.12.20.../ DE000PC258W8 /
| 20/09/2024 21:50:37 |
Chg.-0.030 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-3.06% |
1.020
Bid Size: 12,100 |
1.040
Ask Size: 12,100 |
Newell Brands Inc |
6.80 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC258W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.80 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.57 |
| Parity: |
0.57 |
| Time value: |
0.47 |
| Break-even: |
7.13 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
4.43 |
| Rho: |
0.01 |
Quote data
| Open: |
1.010 |
| High: |
1.030 |
| Low: |
0.910 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.48% |
| 1 Month |
|
|
-3.06% |
| 3 Months |
|
|
+21.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.910 |
| 1M High / 1M Low: |
1.310 |
0.820 |
| 6M High / 6M Low: |
2.320 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.989 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.62% |
| Volatility 6M: |
|
411.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
