BNP Paribas Call 8.8 NWL 21.06.2024
/ DE000PZ11VP1
BNP Paribas Call 8.8 NWL 21.06.20.../ DE000PZ11VP1 /
| 2024-05-24 9:50:34 PM |
Chg.0.000 |
Bid9:56:55 PM |
Ask9:56:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
0.00% |
0.049
Bid Size: 50,000 |
0.069
Ask Size: 50,000 |
Newell Brands Inc |
8.80 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.80 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: |
105.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.46 |
| Parity: |
-0.87 |
| Time value: |
0.07 |
| Break-even: |
8.18 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
4.16 |
| Spread abs.: |
0.02 |
| Spread %: |
40.82% |
| Delta: |
0.17 |
| Theta: |
0.00 |
| Omega: |
17.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.048 |
| High: |
0.061 |
| Low: |
0.046 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.17% |
| 1 Month |
|
|
-71.18% |
| 3 Months |
|
|
-77.73% |
| YTD |
|
|
-95.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.049 |
| 1M High / 1M Low: |
0.340 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
1.230 |
| Low (YTD): |
2024-05-24 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
525.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
