BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
| 27/09/2024 08:32:30 |
Chg.+0.27 |
Bid10:22:03 |
Ask10:22:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+16.88% |
1.88
Bid Size: 12,100 |
1.98
Ask Size: 12,100 |
Newell Brands Inc |
6.50 USD |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.57 |
| Parity: |
0.87 |
| Time value: |
1.04 |
| Break-even: |
7.73 |
| Moneyness: |
1.15 |
| Premium: |
0.16 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
3.24% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
2.55 |
| Rho: |
0.04 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.06% |
| 1 Month |
|
|
+3.89% |
| 3 Months |
|
|
+53.28% |
| YTD |
|
|
-42.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.60 |
| 1M High / 1M Low: |
2.27 |
1.60 |
| 6M High / 6M Low: |
3.22 |
0.90 |
| High (YTD): |
09/01/2024 |
3.40 |
| Low (YTD): |
10/07/2024 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.02% |
| Volatility 6M: |
|
226.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
