BNP Paribas Call 6 NWL 16.01.2026
/ DE000PC70EW8
BNP Paribas Call 6 NWL 16.01.2026/ DE000PC70EW8 /
| 27/05/2024 19:50:28 |
Chg.0.000 |
Bid27/05/2024 |
Ask27/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
0.00% |
2.660
Bid Size: 9,900 |
2.720
Ask Size: 9,900 |
Newell Brands Inc |
6.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC70EW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
09/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
1.71 |
| Time value: |
0.99 |
| Break-even: |
8.23 |
| Moneyness: |
1.31 |
| Premium: |
0.14 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.12% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
2.16 |
| Rho: |
0.05 |
Quote data
| Open: |
2.650 |
| High: |
2.660 |
| Low: |
2.640 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.90% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.650 |
| 1M High / 1M Low: |
3.280 |
2.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
