BNP Paribas Call 6.8 NWL 21.06.2024
/ DE000PZ11VF2
BNP Paribas Call 6.8 NWL 21.06.20.../ DE000PZ11VF2 /
| 2024-05-24 9:50:32 PM |
Chg.+0.010 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+1.00% |
1.010
Bid Size: 8,800 |
1.030
Ask Size: 8,800 |
Newell Brands Inc |
6.80 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.80 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: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.46 |
| Parity: |
0.98 |
| Time value: |
0.05 |
| Break-even: |
7.30 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
6.42 |
| Rho: |
0.00 |
Quote data
| Open: |
1.010 |
| High: |
1.030 |
| Low: |
0.980 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.47% |
| 1 Month |
|
|
+83.64% |
| 3 Months |
|
|
+7.45% |
| YTD |
|
|
-56.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.000 |
| 1M High / 1M Low: |
1.770 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
2.420 |
| Low (YTD): |
2024-04-25 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
399.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
