BNP Paribas Call 10 NWL 20.12.2024
/ DE000PZ11VY3
BNP Paribas Call 10 NWL 20.12.202.../ DE000PZ11VY3 /
| 9/20/2024 9:50:24 PM |
Chg.-0.010 |
Bid9:55:10 PM |
Ask9:55:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-7.69% |
0.130
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
Newell Brands Inc |
10.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PZ11VY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.57 |
| Parity: |
-2.29 |
| Time value: |
0.15 |
| Break-even: |
9.11 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
2.55 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
7.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-90.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.120 |
| 1M High / 1M Low: |
0.180 |
0.120 |
| 6M High / 6M Low: |
0.680 |
0.100 |
| High (YTD): |
1/9/2024 |
1.280 |
| Low (YTD): |
7/3/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.06% |
| Volatility 6M: |
|
579.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
