BNP Paribas Call 6 NWL 17.01.2025
/ DE000PC70EU2
BNP Paribas Call 6 NWL 17.01.2025/ DE000PC70EU2 /
04/09/2024 21:50:28 |
Chg.+0.260 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
1.740EUR |
+17.57% |
1.720 Bid Size: 10,400 |
1.740 Ask Size: 10,400 |
Newell Brands Inc |
6.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC70EU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.55 |
Historic volatility: |
0.57 |
Parity: |
1.10 |
Time value: |
0.41 |
Break-even: |
6.94 |
Moneyness: |
1.20 |
Premium: |
0.06 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
1.34% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
3.36 |
Rho: |
0.01 |
Quote data
Open: |
1.460 |
High: |
1.810 |
Low: |
1.450 |
Previous Close: |
1.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.09% |
1 Month |
|
|
-24.35% |
3 Months |
|
|
-5.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.480 |
1.370 |
1M High / 1M Low: |
2.140 |
1.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.526 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |