BNP Paribas Call 6.5 NWL 21.06.2024
/ DE000PZ11VE5
BNP Paribas Call 6.5 NWL 21.06.20.../ DE000PZ11VE5 /
| 6/14/2024 8:41:35 AM |
Chg.-0.290 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-35.80% |
-
Bid Size: - |
-
Ask Size: - |
Newell Brands Inc |
6.50 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
6/20/2024 |
| 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: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-70.79% |
| 3 Months |
|
|
-63.38% |
| YTD |
|
|
-79.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.520 |
| 1M High / 1M Low: |
1.780 |
0.520 |
| 6M High / 6M Low: |
2.670 |
0.520 |
| High (YTD): |
1/9/2024 |
2.670 |
| Low (YTD): |
6/14/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.46% |
| Volatility 6M: |
|
225.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
