BNP Paribas Call 6 NWL 20.12.2024
/ DE000PC70ET4
BNP Paribas Call 6 NWL 20.12.2024/ DE000PC70ET4 /
| 24/06/2024 19:20:46 |
Chg.-0.070 |
Bid19:25:29 |
Ask19:25:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-5.88% |
1.110
Bid Size: 26,400 |
1.130
Ask Size: 26,400 |
Newell Brands Inc |
6.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC70ET |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.46 |
| Parity: |
0.65 |
| Time value: |
0.57 |
| Break-even: |
6.83 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
3.64 |
| Rho: |
0.02 |
Quote data
| Open: |
1.190 |
| High: |
1.220 |
| Low: |
1.070 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-46.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.090 |
| 1M High / 1M Low: |
2.080 |
1.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
