BNP Paribas Call 10.5 NWL 16.01.2026
/ DE000PC21EJ8
BNP Paribas Call 10.5 NWL 16.01.2.../ DE000PC21EJ8 /
| 2024-05-23 5:05:24 PM |
Chg.-0.090 |
Bid5:12:18 PM |
Ask5:12:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-9.18% |
0.890
Bid Size: 40,800 |
0.920
Ask Size: 40,800 |
Newell Brands Inc |
10.50 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC21EJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2026-01-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.46 |
| Parity: |
-2.33 |
| Time value: |
1.03 |
| Break-even: |
10.73 |
| Moneyness: |
0.76 |
| Premium: |
0.46 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
0.45 |
| Theta: |
0.00 |
| Omega: |
3.25 |
| Rho: |
0.04 |
Quote data
| Open: |
0.990 |
| High: |
1.010 |
| Low: |
0.890 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.58% |
| 1 Month |
|
|
+14.10% |
| 3 Months |
|
|
+4.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.980 |
| 1M High / 1M Low: |
1.330 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
