BNP Paribas Call 6.5 NWL 17.01.2025
/ DE000PZ11VZ0
BNP Paribas Call 6.5 NWL 17.01.20.../ DE000PZ11VZ0 /
| 2024-05-23 4:05:16 PM |
Chg.-0.090 |
Bid4:10:26 PM |
Ask4:10:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-4.81% |
1.760
Bid Size: 21,400 |
1.780
Ask Size: 21,400 |
Newell Brands Inc |
6.50 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ11VZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 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: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
1.37 |
| Time value: |
0.56 |
| Break-even: |
7.93 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.58% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.00 |
| Rho: |
0.03 |
Quote data
| Open: |
1.890 |
| High: |
1.930 |
| Low: |
1.780 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.09% |
| 1 Month |
|
|
+22.76% |
| 3 Months |
|
|
+13.38% |
| YTD |
|
|
-37.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.870 |
| 1M High / 1M Low: |
2.440 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
3.000 |
| Low (YTD): |
2024-04-25 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
