BNP Paribas Call 7.5 NWL 20.09.2024
/ DE000PC39KK5
BNP Paribas Call 7.5 NWL 20.09.20.../ DE000PC39KK5 /
| 2024-05-13 8:21:55 AM |
Chg.-0.13 |
Bid4:38:57 PM |
Ask4:38:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-10.40% |
1.30
Bid Size: 21,200 |
1.32
Ask Size: 21,200 |
Newell Brands Inc |
7.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39KK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.47 |
| Parity: |
0.55 |
| Time value: |
0.59 |
| Break-even: |
8.10 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
4.47 |
| Rho: |
0.01 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
+24.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
0.88 |
| 1M High / 1M Low: |
1.25 |
0.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
