BNP Paribas Call 7.8 NWL 20.12.2024
/ DE000PC21EE9
BNP Paribas Call 7.8 NWL 20.12.20.../ DE000PC21EE9 /
| 2024-09-23 9:47:59 AM |
Chg.-0.030 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
-
Bid Size: - |
-
Ask Size: - |
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: |
12.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
-0.32 |
| Time value: |
0.55 |
| Break-even: |
7.54 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
5.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.53% |
| 1 Month |
|
|
-3.92% |
| 3 Months |
|
|
+28.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.490 |
| 1M High / 1M Low: |
0.760 |
0.410 |
| 6M High / 6M Low: |
1.650 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.81% |
| Volatility 6M: |
|
639.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
