BNP Paribas Call 8.5 NWL 20.12.2024
/ DE000PZ11VW7
BNP Paribas Call 8.5 NWL 20.12.20.../ DE000PZ11VW7 /
| 2024-06-07 10:14:21 AM |
Chg.0.000 |
Bid2:50:31 PM |
Ask2:50:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
0.00% |
0.520
Bid Size: 23,300 |
0.620
Ask Size: 23,300 |
Newell Brands Inc |
8.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11VW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 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: |
12.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.45 |
| Parity: |
-0.95 |
| Time value: |
0.57 |
| Break-even: |
8.37 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
5.11 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-69.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.550 |
| 1M High / 1M Low: |
1.260 |
0.510 |
| 6M High / 6M Low: |
1.910 |
0.510 |
| High (YTD): |
2024-01-09 |
1.910 |
| Low (YTD): |
2024-05-30 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.60% |
| Volatility 6M: |
|
197.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
