BNP Paribas Call 8 NWL 21.06.2024
/ DE000PZ11VL0
BNP Paribas Call 8 NWL 21.06.2024/ DE000PZ11VL0 /
| 5/27/2024 10:08:11 AM |
Chg.-0.010 |
Bid7:03:00 PM |
Ask7:03:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-4.55% |
0.210
Bid Size: 19,700 |
0.250
Ask Size: 19,700 |
Newell Brands Inc |
8.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PZ11VL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.46 |
| Parity: |
-0.13 |
| Time value: |
0.24 |
| Break-even: |
7.62 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
13.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.74% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
-86.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.220 |
| 1M High / 1M Low: |
0.820 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2024 |
1.680 |
| Low (YTD): |
4/26/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
