BNP Paribas Call 6.5 NWL 17.01.2025
/ DE000PZ11VZ0
BNP Paribas Call 6.5 NWL 17.01.20.../ DE000PZ11VZ0 /
| 25/09/2024 08:42:46 |
Chg.-0.15 |
Bid20:22:37 |
Ask20:22:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-13.64% |
0.97
Bid Size: 26,800 |
0.99
Ask Size: 26,800 |
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: |
1.08 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.57 |
| Parity: |
0.52 |
| Time value: |
0.48 |
| Break-even: |
6.81 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
4.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.48% |
| 1 Month |
|
|
-20.83% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-66.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.10 |
| 1M High / 1M Low: |
1.60 |
1.05 |
| 6M High / 6M Low: |
2.60 |
0.48 |
| High (YTD): |
09/01/2024 |
3.04 |
| Low (YTD): |
10/07/2024 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.30% |
| Volatility 6M: |
|
359.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
