BNP Paribas Call 9 NWL 21.06.2024
/ DE000PZ11VQ9
BNP Paribas Call 9 NWL 21.06.2024/ DE000PZ11VQ9 /
2024-05-28 8:39:09 AM |
Chg.-0.010 |
Bid2:31:51 PM |
Ask2:31:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
-33.33% |
0.022 Bid Size: 50,000 |
0.160 Ask Size: 50,000 |
Newell Brands Inc |
9.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PZ11VQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 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: |
103.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.46 |
Parity: |
-1.05 |
Time value: |
0.07 |
Break-even: |
8.36 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
7.91 |
Spread abs.: |
0.04 |
Spread %: |
133.33% |
Delta: |
0.16 |
Theta: |
0.00 |
Omega: |
16.22 |
Rho: |
0.00 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.030 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-80.00% |
1 Month |
|
|
-62.26% |
3 Months |
|
|
-91.30% |
YTD |
|
|
-98.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.030 |
1M High / 1M Low: |
0.280 |
0.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-09 |
1.170 |
Low (YTD): |
2024-05-27 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
557.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |