BNP Paribas Call 7 NWL 20.09.2024/  DE000PC39KJ7  /

EUWAX
2024-05-10  1:32:33 PM Chg.+0.13 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
1.56EUR +9.09% -
Bid Size: -
-
Ask Size: -
Newell Brands Inc 7.00 USD 2024-09-20 Call
 

Master data

WKN: PC39KJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Newell Brands Inc
Type: Warrant
Option type: Call
Strike price: 7.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.01
Implied volatility: 0.47
Historic volatility: 0.47
Parity: 1.01
Time value: 0.44
Break-even: 7.95
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.40%
Delta: 0.76
Theta: 0.00
Omega: 3.93
Rho: 0.02
 

Quote data

Open: 1.57
High: 1.57
Low: 1.56
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.20%
1 Month  
+39.29%
3 Months  
+73.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.56 1.15
1M High / 1M Low: 1.56 0.78
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   1.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -