BNP Paribas Call 6.8 NWL 20.12.2024
/ DE000PC258W8
BNP Paribas Call 6.8 NWL 20.12.20.../ DE000PC258W8 /
| 2024-05-23 8:38:25 AM |
Chg.-0.17 |
Bid5:34:15 PM |
Ask5:34:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-9.34% |
1.50
Bid Size: 22,400 |
1.52
Ask Size: 22,400 |
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: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
1.09 |
| Time value: |
0.59 |
| Break-even: |
7.96 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.32 |
| Rho: |
0.02 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.82% |
| 1 Month |
|
|
+46.02% |
| 3 Months |
|
|
+5.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.74 |
| 1M High / 1M Low: |
2.24 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
