BNP Paribas Call 6 NWL 17.01.2025
/ DE000PC70EU2
BNP Paribas Call 6 NWL 17.01.2025/ DE000PC70EU2 /
| 2024-07-05 9:50:26 PM |
Chg.-0.120 |
Bid9:55:19 PM |
Ask9:55:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-12.90% |
0.820
Bid Size: 17,600 |
0.840
Ask Size: 17,600 |
Newell Brands Inc |
6.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.45 |
| Parity: |
0.25 |
| Time value: |
0.74 |
| Break-even: |
6.54 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
6.45% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
3.75 |
| Rho: |
0.01 |
Quote data
| Open: |
0.930 |
| High: |
0.960 |
| Low: |
0.780 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.80% |
| 1 Month |
|
|
-55.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.810 |
| 1M High / 1M Low: |
1.810 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
