BNP Paribas Call 5.5 NWL 20.12.2024
/ DE000PG3RDB4
BNP Paribas Call 5.5 NWL 20.12.20.../ DE000PG3RDB4 /
| 18/10/2024 13:20:58 |
Chg.+0.040 |
Bid18/10/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
+1.93% |
2.100
Bid Size: 8,800 |
-
Ask Size: - |
Newell Brands Inc |
5.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PG3RDB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.58 |
| Parity: |
2.01 |
| Time value: |
0.08 |
| Break-even: |
7.17 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.03 |
| Spread %: |
-1.42% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
3.19 |
| Rho: |
0.01 |
Quote data
| Open: |
2.100 |
| High: |
2.110 |
| Low: |
2.100 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.03% |
| 1 Month |
|
|
+16.57% |
| 3 Months |
|
|
+49.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.930 |
| 1M High / 1M Low: |
2.120 |
1.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.890 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
