BNP Paribas Call 8.2 NWL 20.12.2024
/ DE000PC21ED1
BNP Paribas Call 8.2 NWL 20.12.20.../ DE000PC21ED1 /
9/24/2024 8:46:20 AM |
Chg.-0.070 |
Bid10:05:26 AM |
Ask10:05:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-18.92% |
0.300 Bid Size: 29,500 |
0.400 Ask Size: 29,500 |
Newell Brands Inc |
8.20 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC21ED |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.20 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/5/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.57 |
Parity: |
-0.86 |
Time value: |
0.32 |
Break-even: |
7.70 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
1.00 |
Spread abs.: |
0.02 |
Spread %: |
6.67% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
7.19 |
Rho: |
0.00 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.40% |
1 Month |
|
|
-21.05% |
3 Months |
|
|
-14.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.370 |
1M High / 1M Low: |
0.580 |
0.300 |
6M High / 6M Low: |
1.420 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.613 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
270.67% |
Volatility 6M: |
|
718.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |