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: |
|
- |
