BNP Paribas Call 7.8 NWL 21.06.2024
/ DE000PZ11VK2
BNP Paribas Call 7.8 NWL 21.06.20.../ DE000PZ11VK2 /
| 2024-06-06 1:50:33 PM |
Chg.-0.010 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.110
Bid Size: 28,900 |
0.210
Ask Size: 28,900 |
Newell Brands Inc |
7.80 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.80 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: |
49.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
-0.30 |
| Time value: |
0.14 |
| Break-even: |
7.31 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
3.58 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
16.88 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-73.17% |
| 3 Months |
|
|
-81.67% |
| YTD |
|
|
-93.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.120 |
| 1M High / 1M Low: |
0.940 |
0.120 |
| 6M High / 6M Low: |
1.880 |
0.120 |
| High (YTD): |
2024-01-09 |
1.760 |
| Low (YTD): |
2024-06-05 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.834 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
445.34% |
| Volatility 6M: |
|
345.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
