BNP Paribas Call 9.5 NWL 16.01.2026
/ DE000PC1MGN1
BNP Paribas Call 9.5 NWL 16.01.20.../ DE000PC1MGN1 /
30/07/2024 13:50:30 |
Chg.-0.070 |
Bid30/07/2024 |
Ask30/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.780EUR |
-3.78% |
1.780 Bid Size: 12,300 |
1.880 Ask Size: 12,300 |
Newell Brands Inc |
9.50 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1MGN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.58 |
Parity: |
-0.65 |
Time value: |
1.81 |
Break-even: |
10.59 |
Moneyness: |
0.93 |
Premium: |
0.30 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
1.12% |
Delta: |
0.60 |
Theta: |
0.00 |
Omega: |
2.70 |
Rho: |
0.05 |
Quote data
Open: |
1.780 |
High: |
1.780 |
Low: |
1.770 |
Previous Close: |
1.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+173.85% |
1 Month |
|
|
+235.85% |
3 Months |
|
|
+32.84% |
YTD |
|
|
-11.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.870 |
0.650 |
1M High / 1M Low: |
1.870 |
0.450 |
6M High / 6M Low: |
1.870 |
0.450 |
High (YTD): |
09/01/2024 |
2.100 |
Low (YTD): |
03/07/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.716 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.073 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
633.45% |
Volatility 6M: |
|
290.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |