BNP Paribas Call 8.5 NWL 19.12.2025
/ DE000PZ11WA1
BNP Paribas Call 8.5 NWL 19.12.20.../ DE000PZ11WA1 /
2024-06-20 5:50:39 PM |
Chg.+0.040 |
Bid6:02:17 PM |
Ask6:02:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+5.48% |
0.760 Bid Size: 47,600 |
0.790 Ask Size: 47,600 |
Newell Brands Inc |
8.50 USD |
2025-12-19 |
Call |
Master data
WKN: |
PZ11WA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.46 |
Parity: |
-1.75 |
Time value: |
0.80 |
Break-even: |
8.71 |
Moneyness: |
0.78 |
Premium: |
0.41 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.07 |
Spread %: |
9.59% |
Delta: |
0.45 |
Theta: |
0.00 |
Omega: |
3.45 |
Rho: |
0.03 |
Quote data
Open: |
0.750 |
High: |
0.780 |
Low: |
0.730 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.09% |
1 Month |
|
|
-53.89% |
3 Months |
|
|
-49.01% |
YTD |
|
|
-66.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.730 |
1M High / 1M Low: |
1.670 |
0.730 |
6M High / 6M Low: |
2.440 |
0.730 |
High (YTD): |
2024-01-09 |
2.440 |
Low (YTD): |
2024-06-19 |
0.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.208 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.573 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.63% |
Volatility 6M: |
|
145.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |