BNP Paribas Call 7 NWL 20.09.2024
/ DE000PC39KJ7
BNP Paribas Call 7 NWL 20.09.2024/ DE000PC39KJ7 /
| 27/05/2024 10:06:39 |
Chg.-0.01 |
Bid11:39:57 |
Ask11:39:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-0.83% |
1.18
Bid Size: 11,000 |
1.30
Ask Size: 11,000 |
Newell Brands Inc |
7.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39KJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 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: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
0.79 |
| Time value: |
0.43 |
| Break-even: |
7.67 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
4.36 |
| Rho: |
0.01 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.39% |
| 1 Month |
|
|
+52.56% |
| 3 Months |
|
|
+19.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.20 |
| 1M High / 1M Low: |
1.90 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
