BNP Paribas Call 6 NWL 17.01.2025
/ DE000PC70EU2
BNP Paribas Call 6 NWL 17.01.2025/ DE000PC70EU2 /
| 8/9/2024 9:50:27 PM |
Chg.-0.210 |
Bid9:56:58 PM |
Ask9:56:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
-12.73% |
1.430
Bid Size: 11,600 |
1.450
Ask Size: 11,600 |
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: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.58 |
| Parity: |
1.00 |
| Time value: |
0.45 |
| Break-even: |
6.95 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.41 |
| Rho: |
0.02 |
Quote data
| Open: |
1.660 |
| High: |
1.690 |
| Low: |
1.420 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.39% |
| 1 Month |
|
|
+105.71% |
| 3 Months |
|
|
-37.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.440 |
| 1M High / 1M Low: |
2.960 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
641.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
