BNP Paribas Call 5 NWL 16.01.2026
/ DE000PG39976
BNP Paribas Call 5 NWL 16.01.2026/ DE000PG39976 /
10/18/2024 2:50:34 PM |
Chg.+0.030 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.940EUR |
+1.03% |
2.940 Bid Size: 9,600 |
3.050 Ask Size: 9,600 |
Newell Brands Inc |
5.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PG3997 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
7/16/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.14 |
Intrinsic value: |
2.47 |
Implied volatility: |
0.50 |
Historic volatility: |
0.58 |
Parity: |
2.47 |
Time value: |
0.52 |
Break-even: |
7.61 |
Moneyness: |
1.54 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
1.01% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
2.06 |
Rho: |
0.04 |
Quote data
Open: |
2.950 |
High: |
2.950 |
Low: |
2.940 |
Previous Close: |
2.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
+11.79% |
3 Months |
|
|
+30.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.950 |
2.770 |
1M High / 1M Low: |
2.950 |
2.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.722 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |