BNP Paribas Call 10 NWL 17.01.2025
/ DE000PZ11V53
BNP Paribas Call 10 NWL 17.01.202.../ DE000PZ11V53 /
| 2024-05-23 9:50:29 PM |
Chg.-0.040 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-8.33% |
0.450
Bid Size: 29,300 |
0.470
Ask Size: 29,300 |
Newell Brands Inc |
10.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ11V5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.46 |
| Parity: |
-1.87 |
| Time value: |
0.52 |
| Break-even: |
9.76 |
| Moneyness: |
0.80 |
| Premium: |
0.32 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.35 |
| Theta: |
0.00 |
| Omega: |
4.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.420 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
+18.92% |
| 3 Months |
|
|
-4.35% |
| YTD |
|
|
-65.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.480 |
| 1M High / 1M Low: |
0.750 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
1.340 |
| Low (YTD): |
2024-04-25 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
