BNP Paribas Call 6.8 NWL 20.12.2024
/ DE000PC258W8
BNP Paribas Call 6.8 NWL 20.12.20.../ DE000PC258W8 /
| 2024-06-07 2:50:40 PM |
Chg.-0.070 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-5.47% |
1.210
Bid Size: 12,500 |
1.310
Ask Size: 12,500 |
Newell Brands Inc |
6.80 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC258W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.80 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.45 |
| Parity: |
0.61 |
| Time value: |
0.68 |
| Break-even: |
7.53 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
3.67 |
| Rho: |
0.02 |
Quote data
| Open: |
1.270 |
| High: |
1.270 |
| Low: |
1.210 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.69% |
| 1 Month |
|
|
-28.82% |
| 3 Months |
|
|
-28.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.260 |
| 1M High / 1M Low: |
2.200 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
