BNP Paribas Call 6.2 NWL 21.06.2024
/ DE000PZ11VD7
BNP Paribas Call 6.2 NWL 21.06.20.../ DE000PZ11VD7 /
| 2024-06-05 10:20:46 AM |
Chg.-0.11 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-8.15% |
-
Bid Size: - |
-
Ask Size: - |
Newell Brands Inc |
6.20 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.20 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.45 |
| Parity: |
1.19 |
| Time value: |
0.05 |
| Break-even: |
6.94 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
5.13 |
| Rho: |
0.00 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
-15.65% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-54.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.04 |
| 1M High / 1M Low: |
2.36 |
1.04 |
| 6M High / 6M Low: |
2.89 |
0.92 |
| High (YTD): |
2024-01-09 |
2.89 |
| Low (YTD): |
2024-04-26 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.23% |
| Volatility 6M: |
|
196.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
