BNP Paribas Call 8.5 NWL 20.09.2024
/ DE000PC39KM1
BNP Paribas Call 8.5 NWL 20.09.20.../ DE000PC39KM1 /
| 5/28/2024 8:17:35 AM |
Chg.0.000 |
Bid6:55:15 PM |
Ask6:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
0.00% |
0.450
Bid Size: 42,600 |
0.470
Ask Size: 42,600 |
Newell Brands Inc |
8.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC39KM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.46 |
| Parity: |
-0.59 |
| Time value: |
0.52 |
| Break-even: |
8.35 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
6.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.56% |
| 1 Month |
|
|
+46.88% |
| 3 Months |
|
|
-18.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.470 |
| 1M High / 1M Low: |
0.970 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
