BNP Paribas Call 6.8 NWL 20.12.2024
/ DE000PC258W8
BNP Paribas Call 6.8 NWL 20.12.20.../ DE000PC258W8 /
| 27/05/2024 09:50:41 |
Chg.-0.020 |
Bid10:05:13 |
Ask10:05:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
-1.28% |
1.540
Bid Size: 10,900 |
1.660
Ask Size: 10,900 |
Newell Brands Inc |
6.80 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC258W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.80 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
0.98 |
| Time value: |
0.60 |
| Break-even: |
7.85 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
3.41 |
| Rho: |
0.02 |
Quote data
| Open: |
1.540 |
| High: |
1.550 |
| Low: |
1.540 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.85% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
+5.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.540 |
| 1M High / 1M Low: |
2.200 |
1.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
