BNP Paribas Call 9.5 NWL 20.09.20.../  DE000PC39KP4  /

Frankfurt Zert./BNP
2024-05-10  9:50:23 PM Chg.-0.070 Bid9:57:47 PM Ask9:57:47 PM Underlying Strike price Expiration date Option type
0.340EUR -17.07% 0.350
Bid Size: 27,200
0.370
Ask Size: 27,200
Newell Brands Inc 9.50 USD 2024-09-20 Call
 

Master data

WKN: PC39KP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Newell Brands Inc
Type: Warrant
Option type: Call
Strike price: 9.50 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: 20.30
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.47
Parity: -1.31
Time value: 0.37
Break-even: 9.19
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.75
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.33
Theta: 0.00
Omega: 6.71
Rho: 0.01
 

Quote data

Open: 0.410
High: 0.410
Low: 0.330
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month  
+36.00%
3 Months
  -10.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.290
1M High / 1M Low: 0.410 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   406.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -