BNP Paribas Call 6 NWL 16.01.2026/  DE000PC70EW8  /

Frankfurt Zert./BNP
05/07/2024  21:50:37 Chg.-0.050 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
1.360EUR -3.55% 1.380
Bid Size: 15,600
1.410
Ask Size: 15,600
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: 3.97
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.06
Implied volatility: 0.46
Historic volatility: 0.45
Parity: 0.06
Time value: 1.35
Break-even: 6.95
Moneyness: 1.01
Premium: 0.24
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 2.17%
Delta: 0.66
Theta: 0.00
Omega: 2.60
Rho: 0.03
 

Quote data

Open: 1.410
High: 1.440
Low: 1.320
Previous Close: 1.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.72%
1 Month
  -41.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.360
1M High / 1M Low: 2.320 1.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.416
Avg. volume 1W:   0.000
Avg. price 1M:   1.780
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -