BNP Paribas Call 5 NWL 17.01.2025
/ DE000PG39950
BNP Paribas Call 5 NWL 17.01.2025/ DE000PG39950 /
| 10/18/2024 5:35:12 PM |
Chg.+0.080 |
Bid5:42:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
+3.17% |
2.640
Bid Size: 17,200 |
-
Ask Size: - |
Newell Brands Inc |
5.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PG3995 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/16/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.58 |
| Parity: |
2.47 |
| Time value: |
0.11 |
| Break-even: |
7.20 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.58 |
| Rho: |
0.01 |
Quote data
| Open: |
2.550 |
| High: |
2.660 |
| Low: |
2.540 |
| Previous Close: |
2.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.00% |
| 1 Month |
|
|
+16.07% |
| 3 Months |
|
|
+46.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
2.370 |
| 1M High / 1M Low: |
2.570 |
2.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
