BNP Paribas Call 6 NWL 20.09.2024
/ DE000PC8HN72
BNP Paribas Call 6 NWL 20.09.2024/ DE000PC8HN72 /
| 2024-06-20 8:41:51 AM |
Chg.+0.040 |
Bid2:31:58 PM |
Ask2:31:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+4.44% |
0.950
Bid Size: 12,500 |
1.050
Ask Size: 12,500 |
Newell Brands Inc |
6.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC8HN7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.46 |
| Parity: |
0.58 |
| Time value: |
0.37 |
| Break-even: |
6.53 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
5.56% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
4.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.91% |
| 1 Month |
|
|
-55.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
0.900 |
| 1M High / 1M Low: |
2.210 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
