BNP Paribas Call 6.8 NWL 21.06.2024
/ DE000PZ11VF2
BNP Paribas Call 6.8 NWL 21.06.20.../ DE000PZ11VF2 /
| 2024-06-05 10:20:46 AM |
Chg.- |
Bid9:24:27 AM |
Ask9:24:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
- |
0.670
Bid Size: 4,950 |
0.780
Ask Size: 4,950 |
Newell Brands Inc |
6.80 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.80 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: |
9.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.45 |
| Parity: |
0.64 |
| Time value: |
0.12 |
| Break-even: |
7.01 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
7.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.73% |
| 1 Month |
|
|
-23.16% |
| 3 Months |
|
|
-32.41% |
| YTD |
|
|
-68.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.550 |
| 1M High / 1M Low: |
1.820 |
0.550 |
| 6M High / 6M Low: |
2.450 |
0.550 |
| High (YTD): |
2024-01-09 |
2.450 |
| Low (YTD): |
2024-05-30 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.87% |
| Volatility 6M: |
|
253.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
