BNP Paribas Call 5 NWL 20.12.2024
/ DE000PG39943
BNP Paribas Call 5 NWL 20.12.2024/ DE000PG39943 /
9/17/2024 8:14:54 AM |
Chg.-0.13 |
Bid4:55:11 PM |
Ask4:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.58EUR |
-4.80% |
2.52 Bid Size: 18,200 |
- Ask Size: - |
Newell Brands Inc |
5.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
7/16/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.54 |
Intrinsic value: |
2.45 |
Implied volatility: |
0.90 |
Historic volatility: |
0.57 |
Parity: |
2.45 |
Time value: |
0.26 |
Break-even: |
7.20 |
Moneyness: |
1.55 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.13 |
Spread %: |
5.04% |
Delta: |
0.89 |
Theta: |
0.00 |
Omega: |
2.27 |
Rho: |
0.01 |
Quote data
Open: |
2.58 |
High: |
2.58 |
Low: |
2.58 |
Previous Close: |
2.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.64% |
1 Month |
|
|
+13.16% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.71 |
2.03 |
1M High / 1M Low: |
2.71 |
2.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |