BNP Paribas Call 6.5 NWL 20.09.2024
/ DE000PC5FRR4
BNP Paribas Call 6.5 NWL 20.09.20.../ DE000PC5FRR4 /
02/08/2024 21:50:26 |
Chg.-0.170 |
Bid21:59:36 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.640EUR |
-9.39% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
6.50 - |
20/09/2024 |
Call |
Master data
WKN: |
PC5FRR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.50 - |
Maturity: |
20/09/2024 |
Issue date: |
21/02/2024 |
Last trading day: |
05/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.03 |
Historic volatility: |
0.57 |
Parity: |
-0.02 |
Time value: |
1.64 |
Break-even: |
8.14 |
Moneyness: |
1.00 |
Premium: |
0.26 |
Premium p.a.: |
8.56 |
Spread abs.: |
-0.07 |
Spread %: |
-4.09% |
Delta: |
0.63 |
Theta: |
-0.02 |
Omega: |
2.47 |
Rho: |
0.00 |
Quote data
Open: |
1.770 |
High: |
1.770 |
Low: |
1.520 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+290.48% |
3 Months |
|
|
-26.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.320 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,666.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |