BNP Paribas Call 8 NWL 21.06.2024
/ DE000PZ11VL0
BNP Paribas Call 8 NWL 21.06.2024/ DE000PZ11VL0 /
| 2024-05-13 8:43:07 AM |
Chg.-0.100 |
Bid10:05:09 AM |
Ask10:05:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-18.87% |
0.440
Bid Size: 13,900 |
0.540
Ask Size: 13,900 |
Newell Brands Inc |
8.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 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: |
16.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.47 |
| Parity: |
0.08 |
| Time value: |
0.38 |
| Break-even: |
7.89 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
9.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.57% |
| 1 Month |
|
|
+10.26% |
| 3 Months |
|
|
-12.24% |
| YTD |
|
|
-72.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.280 |
| 1M High / 1M Low: |
0.530 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
1.680 |
| Low (YTD): |
2024-04-26 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
607.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
