BNP Paribas Call 6.5 NWL 20.12.2024
/ DE000PZ11VS5
BNP Paribas Call 6.5 NWL 20.12.20.../ DE000PZ11VS5 /
| 6/21/2024 9:59:35 AM |
Chg.-0.070 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-7.87% |
-
Bid Size: - |
-
Ask Size: - |
Newell Brands Inc |
6.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PZ11VS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
0.19 |
| Time value: |
0.76 |
| Break-even: |
7.03 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
4.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.43% |
| 1 Month |
|
|
-55.43% |
| 3 Months |
|
|
-54.19% |
| YTD |
|
|
-71.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.820 |
| 1M High / 1M Low: |
1.840 |
0.820 |
| 6M High / 6M Low: |
3.000 |
0.820 |
| High (YTD): |
1/9/2024 |
3.000 |
| Low (YTD): |
6/21/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.876 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.63% |
| Volatility 6M: |
|
151.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
