BNP Paribas Call 6 NWL 16.01.2026/  DE000PC70EW8  /

EUWAX
6/27/2024  8:37:24 AM Chg.-0.02 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.53EUR -1.29% -
Bid Size: -
-
Ask Size: -
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: 3.80
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 0.36
Implied volatility: 0.44
Historic volatility: 0.46
Parity: 0.36
Time value: 1.21
Break-even: 7.19
Moneyness: 1.06
Premium: 0.20
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.95%
Delta: 0.69
Theta: 0.00
Omega: 2.62
Rho: 0.04
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -42.05%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.76 1.53
1M High / 1M Low: 2.64 1.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   2.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -