BNP Paribas Call 6 NWL 17.01.2025
/ DE000PC70EU2
BNP Paribas Call 6 NWL 17.01.2025/ DE000PC70EU2 /
| 2024-09-26 10:50:38 AM |
Chg.-0.010 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-0.78% |
1.270
Bid Size: 11,700 |
1.370
Ask Size: 11,700 |
Newell Brands Inc |
6.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC70EU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.57 |
| Parity: |
0.92 |
| Time value: |
0.35 |
| Break-even: |
6.66 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.79 |
| Rho: |
0.01 |
Quote data
| Open: |
1.260 |
| High: |
1.270 |
| Low: |
1.260 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.11% |
| 1 Month |
|
|
-14.77% |
| 3 Months |
|
|
+27.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.280 |
| 1M High / 1M Low: |
1.930 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
