BNP Paribas Call 10.5 NWL 19.12.2025
/ DE000PC21EH2
BNP Paribas Call 10.5 NWL 19.12.2.../ DE000PC21EH2 /
| 2024-05-23 6:05:12 PM |
Chg.-0.090 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-10.00% |
0.810
Bid Size: 43,600 |
0.840
Ask Size: 43,600 |
Newell Brands Inc |
10.50 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC21EH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.46 |
| Parity: |
-2.33 |
| Time value: |
0.95 |
| Break-even: |
10.65 |
| Moneyness: |
0.76 |
| Premium: |
0.44 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
3.26% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
3.41 |
| Rho: |
0.04 |
Quote data
| Open: |
0.920 |
| High: |
0.940 |
| Low: |
0.810 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.32% |
| 1 Month |
|
|
+10.96% |
| 3 Months |
|
|
-1.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.900 |
| 1M High / 1M Low: |
1.280 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
