BNP Paribas Call 6.8 NWL 21.06.2024
/ DE000PZ11VF2
BNP Paribas Call 6.8 NWL 21.06.20.../ DE000PZ11VF2 /
| 2024-05-23 8:38:50 AM |
Chg.-0.20 |
Bid5:46:28 PM |
Ask5:46:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-15.04% |
0.92
Bid Size: 18,600 |
0.94
Ask Size: 18,600 |
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: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.46 |
| Parity: |
1.09 |
| Time value: |
0.24 |
| Break-even: |
7.61 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.20 |
| Spread %: |
17.70% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.40 |
| Rho: |
0.00 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.66% |
| 1 Month |
|
|
+91.53% |
| 3 Months |
|
|
+0.89% |
| YTD |
|
|
-51.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.25 |
| 1M High / 1M Low: |
1.82 |
0.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
2.45 |
| Low (YTD): |
2024-04-26 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
