BNP Paribas Call 8.5 NWL 20.09.2024
/ DE000PC39KM1
BNP Paribas Call 8.5 NWL 20.09.20.../ DE000PC39KM1 /
| 2024-05-10 9:50:23 PM |
Chg.-0.110 |
Bid9:58:16 PM |
Ask9:58:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-14.86% |
0.650
Bid Size: 16,500 |
0.670
Ask Size: 16,500 |
Newell Brands Inc |
8.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39KM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 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: |
11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.47 |
| Parity: |
-0.38 |
| Time value: |
0.67 |
| Break-even: |
8.56 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.50 |
| Theta: |
0.00 |
| Omega: |
5.59 |
| Rho: |
0.01 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.620 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+3.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.540 |
| 1M High / 1M Low: |
0.740 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
