BNP Paribas Call 8.5 NWL 20.12.2024
/ DE000PZ11VW7
BNP Paribas Call 8.5 NWL 20.12.20.../ DE000PZ11VW7 /
| 20/06/2024 08:42:34 |
Chg.+0.020 |
Bid19:46:44 |
Ask19:46:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
0.270
Bid Size: 92,200 |
0.290
Ask Size: 92,200 |
Newell Brands Inc |
8.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ11VW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.46 |
| Parity: |
-1.75 |
| Time value: |
0.31 |
| Break-even: |
8.22 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.05 |
| Spread %: |
19.23% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
5.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.00% |
| 1 Month |
|
|
-68.18% |
| 3 Months |
|
|
-67.82% |
| YTD |
|
|
-84.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.260 |
| 1M High / 1M Low: |
0.940 |
0.260 |
| 6M High / 6M Low: |
1.910 |
0.260 |
| High (YTD): |
09/01/2024 |
1.910 |
| Low (YTD): |
19/06/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.986 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.06% |
| Volatility 6M: |
|
199.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
