BNP Paribas Call 10.5 NWL 16.01.2026
/ DE000PC21EJ8
BNP Paribas Call 10.5 NWL 16.01.2.../ DE000PC21EJ8 /
| 2024-05-24 9:50:42 PM |
Chg.+0.020 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+2.22% |
0.920
Bid Size: 20,100 |
0.950
Ask Size: 20,100 |
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: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.46 |
| Parity: |
-2.43 |
| Time value: |
0.95 |
| Break-even: |
10.63 |
| Moneyness: |
0.75 |
| Premium: |
0.47 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
3.26% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
3.34 |
| Rho: |
0.04 |
Quote data
| Open: |
0.910 |
| High: |
0.930 |
| Low: |
0.910 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.21% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
+13.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.900 |
| 1M High / 1M Low: |
1.330 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
