BNP Paribas Call 5 NWL 19.12.2025
/ DE000PG39968
BNP Paribas Call 5 NWL 19.12.2025/ DE000PG39968 /
10/11/2024 9:50:40 PM |
Chg.+0.020 |
Bid9:58:44 PM |
Ask9:58:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.790EUR |
+0.72% |
2.830 Bid Size: 9,700 |
2.860 Ask Size: 9,700 |
Newell Brands Inc |
5.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PG3996 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
7/16/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.94 |
Intrinsic value: |
2.30 |
Implied volatility: |
0.49 |
Historic volatility: |
0.57 |
Parity: |
2.30 |
Time value: |
0.49 |
Break-even: |
7.36 |
Moneyness: |
1.50 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
1.09% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
2.13 |
Rho: |
0.04 |
Quote data
Open: |
2.760 |
High: |
2.800 |
Low: |
2.750 |
Previous Close: |
2.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.72% |
1 Month |
|
|
+1.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.790 |
2.630 |
1M High / 1M Low: |
3.120 |
2.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.702 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.718 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |