BNP Paribas Call 10 NWL 20.12.2024
/ DE000PZ11VY3
BNP Paribas Call 10 NWL 20.12.202.../ DE000PZ11VY3 /
2024-09-26 8:50:34 PM |
Chg.-0.005 |
Bid9:09:33 PM |
Ask9:09:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
-7.69% |
0.060 Bid Size: 33,333 |
0.120 Ask Size: 33,333 |
Newell Brands Inc |
10.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-12-04 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
69.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.57 |
Parity: |
-2.68 |
Time value: |
0.09 |
Break-even: |
9.08 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
3.77 |
Spread abs.: |
0.03 |
Spread %: |
42.19% |
Delta: |
0.12 |
Theta: |
0.00 |
Omega: |
8.47 |
Rho: |
0.00 |
Quote data
Open: |
0.063 |
High: |
0.077 |
Low: |
0.056 |
Previous Close: |
0.065 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-53.85% |
1 Month |
|
|
-57.14% |
3 Months |
|
|
-40.00% |
YTD |
|
|
-95.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.065 |
1M High / 1M Low: |
0.180 |
0.065 |
6M High / 6M Low: |
0.680 |
0.065 |
High (YTD): |
2024-01-09 |
1.280 |
Low (YTD): |
2024-09-25 |
0.065 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.267 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.73% |
Volatility 6M: |
|
579.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |