BNP Paribas Call 6.5 NWL 21.06.2024
/ DE000PZ11VE5
BNP Paribas Call 6.5 NWL 21.06.20.../ DE000PZ11VE5 /
| 2024-06-14 9:50:30 PM |
Chg.-0.070 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-12.50% |
0.460
Bid Size: 10,100 |
0.480
Ask Size: 10,100 |
Newell Brands Inc |
6.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.46 |
| Parity: |
0.44 |
| Time value: |
0.04 |
| Break-even: |
6.55 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
11.51 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.400 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.02% |
| 1 Month |
|
|
-72.47% |
| 3 Months |
|
|
-71.35% |
| YTD |
|
|
-80.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.490 |
| 1M High / 1M Low: |
1.780 |
0.490 |
| 6M High / 6M Low: |
2.630 |
0.490 |
| High (YTD): |
2024-01-09 |
2.630 |
| Low (YTD): |
2024-06-14 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.89% |
| Volatility 6M: |
|
227.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
