BNP Paribas Call 5.5 NWL 17.01.2025
/ DE000PG3RDC2
BNP Paribas Call 5.5 NWL 17.01.20.../ DE000PG3RDC2 /
| 17/09/2024 09:13:57 |
Chg.-0.11 |
Bid16:29:48 |
Ask16:29:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-4.72% |
2.18
Bid Size: 19,000 |
2.20
Ask Size: 19,000 |
Newell Brands Inc |
5.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PG3RDC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.57 |
| Parity: |
2.00 |
| Time value: |
0.24 |
| Break-even: |
7.18 |
| Moneyness: |
1.41 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
2.72 |
| Rho: |
0.01 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.32% |
| 1 Month |
|
|
+15.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
1.70 |
| 1M High / 1M Low: |
2.33 |
1.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
