BNP Paribas Call 6 NWL 16.01.2026/  DE000PC70EW8  /

EUWAX
2024-06-21  9:59:20 AM Chg.-0.11 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.70EUR -6.08% -
Bid Size: -
-
Ask Size: -
Newell Brands Inc 6.00 USD 2026-01-16 Call
 

Master data

WKN: PC70EW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Newell Brands Inc
Type: Warrant
Option type: Call
Strike price: 6.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-09
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 0.65
Implied volatility: 0.44
Historic volatility: 0.46
Parity: 0.65
Time value: 1.15
Break-even: 7.41
Moneyness: 1.12
Premium: 0.18
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.69%
Delta: 0.72
Theta: 0.00
Omega: 2.50
Rho: 0.04
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -41.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.70
1M High / 1M Low: 2.90 1.70
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.82
Avg. volume 1W:   0.00
Avg. price 1M:   2.30
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -