BNP Paribas Call 6 NWL 20.09.2024
/ DE000PC8HN72
BNP Paribas Call 6 NWL 20.09.2024/ DE000PC8HN72 /
| 2024-05-23 8:38:04 AM |
Chg.-0.19 |
Bid3:45:12 PM |
Ask3:45:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
-8.60% |
1.90
Bid Size: 9,300 |
1.94
Ask Size: 9,300 |
Newell Brands Inc |
6.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC8HN7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.46 |
| Parity: |
1.83 |
| Time value: |
0.21 |
| Break-even: |
7.58 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.18 |
| Rho: |
0.01 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.77% |
| 1 Month |
|
|
+49.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.12 |
| 1M High / 1M Low: |
2.67 |
1.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
