BNP Paribas Call 6 NWL 16.01.2026/  DE000PC70EW8  /

Frankfurt Zert./BNP
7/31/2024  9:50:39 AM Chg.-0.030 Bid10:03:08 AM Ask10:03:08 AM Underlying Strike price Expiration date Option type
3.370EUR -0.88% 3.390
Bid Size: 2,150
3.500
Ask Size: 2,150
Newell Brands Inc 6.00 USD 1/16/2026 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: 1/16/2026
Issue date: 4/9/2024
Last trading day: 1/15/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.37
Leverage: Yes

Calculated values

Fair value: 3.53
Intrinsic value: 2.52
Implied volatility: 0.52
Historic volatility: 0.58
Parity: 2.52
Time value: 0.88
Break-even: 8.95
Moneyness: 1.46
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.89%
Delta: 0.84
Theta: 0.00
Omega: 1.99
Rho: 0.05
 

Quote data

Open: 3.390
High: 3.390
Low: 3.370
Previous Close: 3.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+108.02%
1 Month  
+126.17%
3 Months  
+21.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.560 1.620
1M High / 1M Low: 3.560 1.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.756
Avg. volume 1W:   0.000
Avg. price 1M:   1.809
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   415.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -