BNP Paribas Call 9.8 NWL 20.12.2024
/ DE000PC21EA7
BNP Paribas Call 9.8 NWL 20.12.20.../ DE000PC21EA7 /
| 2024-06-07 9:50:37 PM |
Chg.-0.020 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.270
Bid Size: 46,000 |
0.290
Ask Size: 46,000 |
Newell Brands Inc |
9.80 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC21EA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.80 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.45 |
| Parity: |
-2.15 |
| Time value: |
0.31 |
| Break-even: |
9.31 |
| Moneyness: |
0.76 |
| Premium: |
0.36 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.27 |
| Theta: |
0.00 |
| Omega: |
5.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.03% |
| 1 Month |
|
|
-46.00% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.730 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
