BNP Paribas Call 6 NWL 17.01.2025
/ DE000PC70EU2
BNP Paribas Call 6 NWL 17.01.2025/ DE000PC70EU2 /
| 7/26/2024 9:50:33 PM |
Chg.+1.910 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.960EUR |
+181.90% |
2.970
Bid Size: 8,100 |
2.990
Ask Size: 8,100 |
Newell Brands Inc |
6.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.98 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.58 |
| Parity: |
2.68 |
| Time value: |
0.31 |
| Break-even: |
8.52 |
| Moneyness: |
1.49 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
2.44 |
| Rho: |
0.02 |
Quote data
| Open: |
1.040 |
| High: |
3.010 |
| Low: |
1.040 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+166.67% |
| 1 Month |
|
|
+193.07% |
| 3 Months |
|
|
+37.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.960 |
1.020 |
| 1M High / 1M Low: |
2.960 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
666.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
