BNP Paribas Call 6 NWL 16.01.2026/  DE000PC70EW8  /

EUWAX
2024-07-26  10:12:47 AM Chg.+0.02 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.63EUR +1.24% -
Bid Size: -
-
Ask Size: -
Newell Brands Inc 6.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2024-04-09
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 3.67
Intrinsic value: 2.68
Implied volatility: 0.55
Historic volatility: 0.58
Parity: 2.68
Time value: 0.92
Break-even: 9.13
Moneyness: 1.49
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.84%
Delta: 0.84
Theta: 0.00
Omega: 1.92
Rho: 0.05
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.39%
1 Month  
+11.64%
3 Months
  -20.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.60
1M High / 1M Low: 1.88 1.13
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -