BNP Paribas Call 6 NWL 16.01.2026/  DE000PC70EW8  /

EUWAX
09/07/2024  10:44:01 Chg.+0.09 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.42EUR +6.77% -
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: 3.92
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.15
Implied volatility: 0.46
Historic volatility: 0.45
Parity: 0.15
Time value: 1.30
Break-even: 6.99
Moneyness: 1.03
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 2.11%
Delta: 0.67
Theta: 0.00
Omega: 2.61
Rho: 0.04
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.07%
1 Month
  -37.44%
3 Months
  -43.87%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.33
1M High / 1M Low: 2.29 1.33
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -