BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
2024-09-25 8:42:44 AM |
Chg.-0.13 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.64EUR |
-7.34% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
6.50 USD |
2025-12-19 |
Call |
Master data
WKN: |
PZ11V6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.50 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.87 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.49 |
Historic volatility: |
0.57 |
Parity: |
0.52 |
Time value: |
1.16 |
Break-even: |
7.49 |
Moneyness: |
1.09 |
Premium: |
0.18 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
1.20% |
Delta: |
0.69 |
Theta: |
0.00 |
Omega: |
2.61 |
Rho: |
0.03 |
Quote data
Open: |
1.64 |
High: |
1.64 |
Low: |
1.64 |
Previous Close: |
1.77 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.03% |
1 Month |
|
|
-10.87% |
3 Months |
|
|
+15.49% |
YTD |
|
|
-49.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.93 |
1.77 |
1M High / 1M Low: |
2.27 |
1.69 |
6M High / 6M Low: |
3.22 |
0.90 |
High (YTD): |
2024-01-09 |
3.40 |
Low (YTD): |
2024-07-10 |
0.90 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.93 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.88% |
Volatility 6M: |
|
226.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |