BNP Paribas Call 7.8 NWL 20.12.2024
/ DE000PC21EE9
BNP Paribas Call 7.8 NWL 20.12.20.../ DE000PC21EE9 /
2024-09-26 9:21:14 AM |
Chg.-0.010 |
Bid9:21:24 AM |
Ask9:21:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-2.94% |
0.330 Bid Size: 13,300 |
0.430 Ask Size: 13,300 |
Newell Brands Inc |
7.80 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC21EE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.80 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: |
17.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.57 |
Parity: |
-0.64 |
Time value: |
0.37 |
Break-even: |
7.34 |
Moneyness: |
0.91 |
Premium: |
0.16 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.02 |
Spread %: |
5.71% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
6.80 |
Rho: |
0.01 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-35.29% |
1 Month |
|
|
-31.25% |
3 Months |
|
|
+10.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.340 |
1M High / 1M Low: |
0.740 |
0.340 |
6M High / 6M Low: |
1.650 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.507 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.734 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
253.67% |
Volatility 6M: |
|
538.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |