BNP Paribas Call 7.2 NWL 20.12.2024
/ DE000PC21EF6
BNP Paribas Call 7.2 NWL 20.12.20.../ DE000PC21EF6 /
2024-05-13 7:50:37 PM |
Chg.+0.120 |
Bid8:16:06 PM |
Ask8:16:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.640EUR |
+7.89% |
1.630 Bid Size: 21,200 |
1.650 Ask Size: 21,200 |
Newell Brands Inc |
7.20 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC21EF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.20 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: |
4.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.46 |
Historic volatility: |
0.47 |
Parity: |
0.83 |
Time value: |
0.74 |
Break-even: |
8.26 |
Moneyness: |
1.12 |
Premium: |
0.10 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
1.29% |
Delta: |
0.72 |
Theta: |
0.00 |
Omega: |
3.42 |
Rho: |
0.02 |
Quote data
Open: |
1.540 |
High: |
1.730 |
Low: |
1.540 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+20.59% |
1 Month |
|
|
+49.09% |
3 Months |
|
|
+25.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.660 |
1.360 |
1M High / 1M Low: |
1.660 |
0.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.512 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.232 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |