BNP Paribas Call 6 NWL 20.12.2024
/ DE000PC70ET4
BNP Paribas Call 6 NWL 20.12.2024/ DE000PC70ET4 /
| 9/26/2024 5:50:36 PM |
Chg.+0.220 |
Bid5:59:35 PM |
Ask5:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+18.18% |
1.480
Bid Size: 6,800 |
1.540
Ask Size: 6,800 |
Newell Brands Inc |
6.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.57 |
| Parity: |
0.92 |
| Time value: |
0.29 |
| Break-even: |
6.60 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
4.03 |
| Rho: |
0.01 |
Quote data
| Open: |
1.200 |
| High: |
1.430 |
| Low: |
1.190 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.92% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+53.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.210 |
| 1M High / 1M Low: |
1.880 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
