BNP Paribas Call 7.2 NWL 20.12.2024
/ DE000PC21EF6
BNP Paribas Call 7.2 NWL 20.12.20.../ DE000PC21EF6 /
| 2024-05-27 12:21:16 PM |
Chg.-0.020 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
-1.50% |
1.310
Bid Size: 11,900 |
1.430
Ask Size: 11,900 |
Newell Brands Inc |
7.20 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC21EF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.20 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
0.61 |
| Time value: |
0.74 |
| Break-even: |
7.99 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
3.70 |
| Rho: |
0.02 |
Quote data
| Open: |
1.320 |
| High: |
1.320 |
| Low: |
1.310 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.61% |
| 1 Month |
|
|
-6.43% |
| 3 Months |
|
|
+3.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.320 |
| 1M High / 1M Low: |
1.940 |
1.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
