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

Frankfurt Zert./BNP
2024-05-27  2:20:59 PM Chg.-0.010 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 38,800
0.360
Ask Size: 38,800
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: 26.84
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.46
Parity: -1.51
Time value: 0.27
Break-even: 9.03
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 1.00
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.28
Theta: 0.00
Omega: 7.41
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.250
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.43%
1 Month
  -29.41%
3 Months
  -33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.250
1M High / 1M Low: 0.550 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -