BNP Paribas Call 8 NWL 20.12.2024
/ DE000PZ11VV9
BNP Paribas Call 8 NWL 20.12.2024/ DE000PZ11VV9 /
| 2024-06-07 10:14:21 AM |
Chg.0.000 |
Bid2:32:03 PM |
Ask2:32:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
0.00% |
0.670
Bid Size: 5,400 |
0.830
Ask Size: 5,400 |
Newell Brands Inc |
8.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11VV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 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: |
9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.45 |
| Parity: |
-0.50 |
| Time value: |
0.73 |
| Break-even: |
8.07 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.50 |
| Theta: |
0.00 |
| Omega: |
4.71 |
| Rho: |
0.01 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.05% |
| 1 Month |
|
|
-27.55% |
| 3 Months |
|
|
-30.39% |
| YTD |
|
|
-64.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.710 |
| 1M High / 1M Low: |
1.510 |
0.660 |
| 6M High / 6M Low: |
2.160 |
0.650 |
| High (YTD): |
2024-01-09 |
2.160 |
| Low (YTD): |
2024-04-26 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.81% |
| Volatility 6M: |
|
187.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
