BNP Paribas Call 6.5 NWL 17.01.2025
/ DE000PZ11VZ0
BNP Paribas Call 6.5 NWL 17.01.20.../ DE000PZ11VZ0 /
| 2024-05-28 8:39:09 AM |
Chg.-0.01 |
Bid1:46:41 PM |
Ask1:46:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
-0.56% |
1.77
Bid Size: 10,400 |
1.91
Ask Size: 10,400 |
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: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.46 |
| Parity: |
1.25 |
| Time value: |
0.59 |
| Break-even: |
7.82 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.22% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.04 |
| Rho: |
0.02 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.75% |
| 1 Month |
|
|
+35.88% |
| 3 Months |
|
|
+9.20% |
| YTD |
|
|
-37.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.79 |
| 1M High / 1M Low: |
2.48 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
3.04 |
| Low (YTD): |
2024-04-19 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
