BNP Paribas Call 7.5 NWL 20.09.2024
/ DE000PC39KK5
BNP Paribas Call 7.5 NWL 20.09.20.../ DE000PC39KK5 /
| 27/05/2024 12:50:37 |
Chg.-0.020 |
Bid27/05/2024 |
Ask27/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-2.20% |
0.890
Bid Size: 12,800 |
1.010
Ask Size: 12,800 |
Newell Brands Inc |
7.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39KK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
0.33 |
| Time value: |
0.60 |
| Break-even: |
7.84 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
4.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.890 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.93% |
| 1 Month |
|
|
-11.88% |
| 3 Months |
|
|
-5.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.900 |
| 1M High / 1M Low: |
1.520 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
