BNP Paribas Call 9.5 NWL 16.01.2026
/ DE000PC1MGN1
BNP Paribas Call 9.5 NWL 16.01.20.../ DE000PC1MGN1 /
2024-05-28 9:05:57 AM |
Chg.-0.01 |
Bid10:05:14 AM |
Ask10:05:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.16EUR |
-0.85% |
1.15 Bid Size: 16,500 |
1.32 Ask Size: 16,500 |
Newell Brands Inc |
9.50 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC1MGN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.46 |
Parity: |
-1.51 |
Time value: |
1.23 |
Break-even: |
9.98 |
Moneyness: |
0.83 |
Premium: |
0.38 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.06 |
Spread %: |
5.13% |
Delta: |
0.52 |
Theta: |
0.00 |
Omega: |
3.05 |
Rho: |
0.04 |
Quote data
Open: |
1.16 |
High: |
1.16 |
Low: |
1.16 |
Previous Close: |
1.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.33% |
1 Month |
|
|
+28.89% |
3 Months |
|
|
+5.45% |
YTD |
|
|
-42.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.37 |
1.16 |
1M High / 1M Low: |
1.68 |
1.16 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-09 |
2.12 |
Low (YTD): |
2024-04-26 |
0.90 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |