BNP Paribas Call 6 NWL 17.01.2025
/ DE000PC70EU2
BNP Paribas Call 6 NWL 17.01.2025/ DE000PC70EU2 /
| 16/07/2024 21:50:29 |
Chg.+0.260 |
Bid21:59:11 |
Ask21:59:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+25.74% |
1.250
Bid Size: 13,600 |
1.270
Ask Size: 13,600 |
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: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.44 |
| Parity: |
0.26 |
| Time value: |
0.77 |
| Break-even: |
6.54 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
3.58 |
| Rho: |
0.01 |
Quote data
| Open: |
1.000 |
| High: |
1.300 |
| Low: |
1.000 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.87% |
| 1 Month |
|
|
-13.61% |
| 3 Months |
|
|
-21.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.700 |
| 1M High / 1M Low: |
1.320 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
