BNP Paribas Call 6.5 NWL 20.12.2024
/ DE000PZ11VS5
BNP Paribas Call 6.5 NWL 20.12.20.../ DE000PZ11VS5 /
| 2024-05-23 4:35:32 PM |
Chg.-0.110 |
Bid4:39:11 PM |
Ask4:39:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
-6.08% |
1.710
Bid Size: 21,000 |
1.730
Ask Size: 21,000 |
Newell Brands Inc |
6.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11VS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
1.37 |
| Time value: |
0.50 |
| Break-even: |
7.87 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.63% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.12 |
| Rho: |
0.02 |
Quote data
| Open: |
1.840 |
| High: |
1.870 |
| Low: |
1.700 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.30% |
| 1 Month |
|
|
+22.30% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
-39.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.810 |
| 1M High / 1M Low: |
2.410 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
2.960 |
| Low (YTD): |
2024-04-19 |
1.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
