BNP Paribas Call 6.5 NWL 17.01.2025
/ DE000PZ11VZ0
BNP Paribas Call 6.5 NWL 17.01.20.../ DE000PZ11VZ0 /
| 24/06/2024 21:50:31 |
Chg.-0.010 |
Bid21:53:16 |
Ask21:53:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-1.04% |
0.950
Bid Size: 15,200 |
0.970
Ask Size: 15,200 |
Newell Brands Inc |
6.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PZ11VZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
0.19 |
| Time value: |
0.80 |
| Break-even: |
7.07 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
3.96 |
| Rho: |
0.02 |
Quote data
| Open: |
0.960 |
| High: |
1.000 |
| Low: |
0.860 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.65% |
| 1 Month |
|
|
-47.22% |
| 3 Months |
|
|
-48.09% |
| YTD |
|
|
-66.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.890 |
| 1M High / 1M Low: |
1.800 |
0.890 |
| 6M High / 6M Low: |
3.000 |
0.890 |
| High (YTD): |
09/01/2024 |
3.000 |
| Low (YTD): |
20/06/2024 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.913 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.22% |
| Volatility 6M: |
|
148.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
