BNP Paribas Call 9.8 NWL 20.12.2024
/ DE000PC21EA7
BNP Paribas Call 9.8 NWL 20.12.20.../ DE000PC21EA7 /
2024-09-25 8:47:43 AM |
Chg.-0.018 |
Bid8:35:36 PM |
Ask8:35:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
-20.00% |
0.078 Bid Size: 100,000 |
0.098 Ask Size: 100,000 |
Newell Brands Inc |
9.80 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC21EA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.80 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: |
65.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.57 |
Parity: |
-2.43 |
Time value: |
0.10 |
Break-even: |
8.85 |
Moneyness: |
0.72 |
Premium: |
0.40 |
Premium p.a.: |
3.16 |
Spread abs.: |
0.02 |
Spread %: |
26.32% |
Delta: |
0.13 |
Theta: |
0.00 |
Omega: |
8.69 |
Rho: |
0.00 |
Quote data
Open: |
0.072 |
High: |
0.072 |
Low: |
0.072 |
Previous Close: |
0.090 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.00% |
1 Month |
|
|
-52.00% |
3 Months |
|
|
-44.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.090 |
1M High / 1M Low: |
0.200 |
0.090 |
6M High / 6M Low: |
0.750 |
0.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.292 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.27% |
Volatility 6M: |
|
823.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |