BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
| 6/20/2024 2:21:25 PM |
Chg.+0.010 |
Bid2:30:55 PM |
Ask2:30:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+3.03% |
0.350
Bid Size: 36,700 |
0.450
Ask Size: 36,700 |
Newell Brands Inc |
8.50 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ11V3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
-1.75 |
| Time value: |
0.38 |
| Break-even: |
8.29 |
| Moneyness: |
0.78 |
| Premium: |
0.35 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.05 |
| Spread %: |
15.15% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
5.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.340 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.66% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-64.95% |
| YTD |
|
|
-81.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.330 |
| 1M High / 1M Low: |
1.040 |
0.330 |
| 6M High / 6M Low: |
1.930 |
0.330 |
| High (YTD): |
1/9/2024 |
1.930 |
| Low (YTD): |
6/19/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.039 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.28% |
| Volatility 6M: |
|
191.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
