BNP Paribas Call 6.5 NWL 20.09.2024
/ DE000PC5FRR4
BNP Paribas Call 6.5 NWL 20.09.20.../ DE000PC5FRR4 /
| 8/2/2024 8:32:17 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Newell Brands Inc |
6.50 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC5FRR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
8/5/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.57 |
| Parity: |
0.82 |
| Time value: |
0.95 |
| Break-even: |
8.27 |
| Moneyness: |
1.13 |
| Premium: |
0.13 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.06 |
| Spread %: |
3.51% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
2.86 |
| Rho: |
0.00 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.55% |
| 1 Month |
|
|
+331.71% |
| 3 Months |
|
|
+21.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.77 |
| 1M High / 1M Low: |
2.31 |
0.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,755.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
