BNP Paribas Call 6 NWL 16.01.2026/  DE000PC70EW8  /

EUWAX
15/11/2024  08:37:54 Chg.-0.12 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
3.35EUR -3.46% -
Bid Size: -
-
Ask Size: -
Newell Brands Inc 6.00 USD 16/01/2026 Call
 

Master data

WKN: PC70EW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Newell Brands Inc
Type: Warrant
Option type: Call
Strike price: 6.00 USD
Maturity: 16/01/2026
Issue date: 09/04/2024
Last trading day: 15/01/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 3.56
Intrinsic value: 2.66
Implied volatility: 0.50
Historic volatility: 0.62
Parity: 2.66
Time value: 0.66
Break-even: 9.02
Moneyness: 1.47
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.09
Spread %: 2.79%
Delta: 0.85
Theta: 0.00
Omega: 2.14
Rho: 0.04
 

Quote data

Open: 3.35
High: 3.35
Low: 3.35
Previous Close: 3.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.47%
1 Month  
+52.97%
3 Months  
+53.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.69 3.35
1M High / 1M Low: 3.83 2.01
6M High / 6M Low: 3.83 1.13
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.53
Avg. volume 1W:   0.00
Avg. price 1M:   3.03
Avg. volume 1M:   0.00
Avg. price 6M:   2.29
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.71%
Volatility 6M:   228.86%
Volatility 1Y:   -
Volatility 3Y:   -