BNP Paribas Call 9 NWL 20.12.2024
/ DE000PZ11VX5
BNP Paribas Call 9 NWL 20.12.2024/ DE000PZ11VX5 /
| 2024-05-13 8:20:49 PM |
Chg.+0.070 |
Bid8:21:02 PM |
Ask8:21:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+9.59% |
0.810
Bid Size: 33,000 |
0.830
Ask Size: 33,000 |
Newell Brands Inc |
9.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11VX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 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: |
9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.47 |
| Parity: |
-0.84 |
| Time value: |
0.77 |
| Break-even: |
9.13 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
4.60 |
| Rho: |
0.02 |
Quote data
| Open: |
0.740 |
| High: |
0.860 |
| Low: |
0.740 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+50.94% |
| 3 Months |
|
|
+15.94% |
| YTD |
|
|
-49.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.640 |
| 1M High / 1M Low: |
0.820 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
1.650 |
| Low (YTD): |
2024-04-25 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
