BNP Paribas Call 7.8 NWL 21.06.2024
/ DE000PZ11VK2
BNP Paribas Call 7.8 NWL 21.06.20.../ DE000PZ11VK2 /
| 2024-05-24 9:50:32 PM |
Chg.0.000 |
Bid9:57:44 PM |
Ask9:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
0.310
Bid Size: 15,500 |
0.330
Ask Size: 15,500 |
Newell Brands Inc |
7.80 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.80 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: |
21.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.46 |
| Parity: |
0.06 |
| Time value: |
0.27 |
| Break-even: |
7.52 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
12.32 |
| Rho: |
0.00 |
Quote data
| Open: |
0.310 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.22% |
| 1 Month |
|
|
+47.62% |
| 3 Months |
|
|
-38.00% |
| YTD |
|
|
-81.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.310 |
| 1M High / 1M Low: |
0.940 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
1.760 |
| Low (YTD): |
2024-04-25 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
573.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
