BNP Paribas Call 8.5 NWL 17.01.2025
/ DE000PZ11V38
BNP Paribas Call 8.5 NWL 17.01.20.../ DE000PZ11V38 /
| 2024-06-17 7:50:39 PM |
Chg.-0.060 |
Bid8:07:31 PM |
Ask8:07:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-13.33% |
0.390
Bid Size: 63,400 |
0.410
Ask Size: 63,400 |
Newell Brands Inc |
8.50 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.46 |
| Parity: |
-1.43 |
| Time value: |
0.46 |
| Break-even: |
8.40 |
| Moneyness: |
0.82 |
| Premium: |
0.29 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.36 |
| Theta: |
0.00 |
| Omega: |
5.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.370 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-59.79% |
| 3 Months |
|
|
-67.50% |
| YTD |
|
|
-78.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.450 |
| 1M High / 1M Low: |
1.040 |
0.450 |
| 6M High / 6M Low: |
1.930 |
0.450 |
| High (YTD): |
2024-01-09 |
1.930 |
| Low (YTD): |
2024-06-14 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.068 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.61% |
| Volatility 6M: |
|
191.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
