BNP Paribas Call 6 NWL 20.12.2024
/ DE000PC70ET4
BNP Paribas Call 6 NWL 20.12.2024/ DE000PC70ET4 /
| 2024-05-23 4:35:33 PM |
Chg.-0.120 |
Bid4:36:28 PM |
Ask4:36:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
-5.58% |
2.030
Bid Size: 19,600 |
2.060
Ask Size: 19,600 |
Newell Brands Inc |
6.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC70ET |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.46 |
| Parity: |
1.83 |
| Time value: |
0.38 |
| Break-even: |
7.75 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
2.82 |
| Rho: |
0.02 |
Quote data
| Open: |
2.180 |
| High: |
2.220 |
| Low: |
2.030 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.12% |
| 1 Month |
|
|
+21.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
2.150 |
| 1M High / 1M Low: |
2.770 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
