BNP Paribas Call 5 NWL 20.12.2024
/ DE000PG39943
BNP Paribas Call 5 NWL 20.12.2024/ DE000PG39943 /
| 16/08/2024 21:50:21 |
Chg.+0.030 |
Bid21:58:51 |
Ask21:58:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.300EUR |
+1.32% |
2.280
Bid Size: 9,700 |
2.300
Ask Size: 9,700 |
Newell Brands Inc |
5.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PG3994 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.58 |
| Parity: |
2.12 |
| Time value: |
0.18 |
| Break-even: |
6.86 |
| Moneyness: |
1.47 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.63 |
| Rho: |
0.01 |
Quote data
| Open: |
2.280 |
| High: |
2.370 |
| Low: |
2.230 |
| Previous Close: |
2.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.49% |
| 1 Month |
|
|
+23.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
1.910 |
| 1M High / 1M Low: |
3.750 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
478.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
