BNP Paribas Call 8 NWL 17.01.2025
/ DE000PZ11V20
BNP Paribas Call 8 NWL 17.01.2025/ DE000PZ11V20 /
| 6/21/2024 9:59:35 AM |
Chg.-0.040 |
Bid6:04:07 PM |
Ask6:04:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-9.09% |
0.400
Bid Size: 61,400 |
0.420
Ask Size: 61,400 |
Newell Brands Inc |
8.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ11V2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 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: |
14.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
-1.37 |
| Time value: |
0.42 |
| Break-even: |
7.89 |
| Moneyness: |
0.82 |
| Premium: |
0.29 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.36 |
| Theta: |
0.00 |
| Omega: |
5.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.20% |
| 1 Month |
|
|
-67.21% |
| 3 Months |
|
|
-65.81% |
| YTD |
|
|
-80.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.420 |
| 1M High / 1M Low: |
1.240 |
0.420 |
| 6M High / 6M Low: |
2.210 |
0.420 |
| High (YTD): |
1/9/2024 |
2.210 |
| Low (YTD): |
6/19/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.69% |
| Volatility 6M: |
|
179.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
