BNP Paribas Call 8.5 NWL 21.06.2024
/ DE000PZ11VN6
BNP Paribas Call 8.5 NWL 21.06.20.../ DE000PZ11VN6 /
| 2024-05-27 11:21:10 AM |
Chg.-0.012 |
Bid11:39:21 AM |
Ask11:39:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
-13.33% |
0.077
Bid Size: 46,500 |
0.200
Ask Size: 46,500 |
Newell Brands Inc |
8.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11VN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 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: |
65.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.46 |
| Parity: |
-0.59 |
| Time value: |
0.11 |
| Break-even: |
7.95 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
2.84 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
16.67 |
| Rho: |
0.00 |
Quote data
| Open: |
0.078 |
| High: |
0.080 |
| Low: |
0.078 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.80% |
| 1 Month |
|
|
-67.50% |
| 3 Months |
|
|
-77.06% |
| YTD |
|
|
-94.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.090 |
| 1M High / 1M Low: |
0.480 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
1.380 |
| Low (YTD): |
2024-05-24 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
478.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
