BNP Paribas Call 6 NWL 19.12.2025
/ DE000PC70EV0
BNP Paribas Call 6 NWL 19.12.2025/ DE000PC70EV0 /
8/14/2024 9:50:33 PM |
Chg.-0.120 |
Bid9:57:14 PM |
Ask9:57:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
-6.12% |
1.840 Bid Size: 12,700 |
1.860 Ask Size: 12,700 |
Newell Brands Inc |
6.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC70EV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.24 |
Intrinsic value: |
1.02 |
Implied volatility: |
0.47 |
Historic volatility: |
0.57 |
Parity: |
1.02 |
Time value: |
0.98 |
Break-even: |
7.46 |
Moneyness: |
1.19 |
Premium: |
0.15 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.01% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
2.43 |
Rho: |
0.04 |
Quote data
Open: |
1.960 |
High: |
2.010 |
Low: |
1.830 |
Previous Close: |
1.960 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.54% |
1 Month |
|
|
+25.17% |
3 Months |
|
|
-43.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.180 |
1.800 |
1M High / 1M Low: |
3.500 |
1.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.998 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.245 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
442.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |