BNP Paribas Call 8 NWL 20.09.2024
/ DE000PC39KL3
BNP Paribas Call 8 NWL 20.09.2024/ DE000PC39KL3 /
| 2024-05-10 9:50:23 PM |
Chg.-0.120 |
Bid9:57:50 PM |
Ask9:57:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-12.50% |
0.860
Bid Size: 13,600 |
0.880
Ask Size: 13,600 |
Newell Brands Inc |
8.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39KL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 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: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.47 |
| Parity: |
0.08 |
| Time value: |
0.80 |
| Break-even: |
8.31 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
5.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.820 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+42.37% |
| 3 Months |
|
|
+10.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.720 |
| 1M High / 1M Low: |
0.960 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
