BNP Paribas Call 9.5 NWL 16.01.2026
/ DE000PC1MGN1
BNP Paribas Call 9.5 NWL 16.01.20.../ DE000PC1MGN1 /
9/26/2024 9:50:32 AM |
Chg.-0.010 |
Bid9:55:52 AM |
Ask9:55:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-1.43% |
0.690 Bid Size: 6,650 |
0.790 Ask Size: 6,650 |
Newell Brands Inc |
9.50 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1MGN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.57 |
Parity: |
-2.16 |
Time value: |
0.73 |
Break-even: |
9.22 |
Moneyness: |
0.75 |
Premium: |
0.46 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
2.82% |
Delta: |
0.41 |
Theta: |
0.00 |
Omega: |
3.54 |
Rho: |
0.02 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.85% |
1 Month |
|
|
-15.85% |
3 Months |
|
|
+27.78% |
YTD |
|
|
-65.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.700 |
1M High / 1M Low: |
1.040 |
0.700 |
6M High / 6M Low: |
1.870 |
0.450 |
High (YTD): |
1/9/2024 |
2.100 |
Low (YTD): |
7/3/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.835 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.956 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.73% |
Volatility 6M: |
|
283.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |