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: |
|
- |
