BNP Paribas Call 8 NWL 17.01.2025
/ DE000PZ11V20
BNP Paribas Call 8 NWL 17.01.2025/ DE000PZ11V20 /
2024-06-07 2:50:36 PM |
Chg.-0.040 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-5.19% |
0.730 Bid Size: 18,300 |
0.830 Ask Size: 18,300 |
Newell Brands Inc |
8.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PZ11V2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-01-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.45 |
Parity: |
-0.50 |
Time value: |
0.79 |
Break-even: |
8.13 |
Moneyness: |
0.93 |
Premium: |
0.19 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
2.60% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
4.44 |
Rho: |
0.02 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.730 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.34% |
1 Month |
|
|
-36.52% |
3 Months |
|
|
-38.66% |
YTD |
|
|
-64.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.770 |
1M High / 1M Low: |
1.540 |
0.750 |
6M High / 6M Low: |
2.210 |
0.700 |
High (YTD): |
2024-01-09 |
2.170 |
Low (YTD): |
2024-04-25 |
0.700 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.321 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.07% |
Volatility 6M: |
|
182.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |