BNP Paribas Call 9.5 NWL 19.12.2025
/ DE000PC1MGL5
BNP Paribas Call 9.5 NWL 19.12.20.../ DE000PC1MGL5 /
8/14/2024 9:50:33 PM |
Chg.-0.070 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-9.33% |
0.680 Bid Size: 26,600 |
0.700 Ask Size: 26,600 |
Newell Brands Inc |
9.50 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC1MGL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.57 |
Parity: |
-2.16 |
Time value: |
0.78 |
Break-even: |
9.42 |
Moneyness: |
0.75 |
Premium: |
0.45 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
2.63% |
Delta: |
0.42 |
Theta: |
0.00 |
Omega: |
3.48 |
Rho: |
0.03 |
Quote data
Open: |
0.750 |
High: |
0.770 |
Low: |
0.670 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.07% |
1 Month |
|
|
+23.64% |
3 Months |
|
|
-57.50% |
YTD |
|
|
-65.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.670 |
1M High / 1M Low: |
1.780 |
0.580 |
6M High / 6M Low: |
1.780 |
0.420 |
High (YTD): |
1/9/2024 |
2.060 |
Low (YTD): |
7/10/2024 |
0.420 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.782 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.980 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.992 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
709.40% |
Volatility 6M: |
|
316.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |