BNP Paribas Call 10 NWL 17.01.2025
/ DE000PZ11V53
BNP Paribas Call 10 NWL 17.01.202.../ DE000PZ11V53 /
2024-09-09 6:05:22 PM |
Chg.-0.050 |
Bid6:13:02 PM |
Ask6:13:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-21.74% |
0.180 Bid Size: 100,000 |
0.200 Ask Size: 100,000 |
Newell Brands Inc |
10.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PZ11V5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-01-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.57 |
Parity: |
-2.16 |
Time value: |
0.26 |
Break-even: |
9.28 |
Moneyness: |
0.76 |
Premium: |
0.35 |
Premium p.a.: |
1.33 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
6.39 |
Rho: |
0.00 |
Quote data
Open: |
0.210 |
High: |
0.220 |
Low: |
0.170 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
-37.93% |
YTD |
|
|
-85.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.160 |
1M High / 1M Low: |
0.230 |
0.160 |
6M High / 6M Low: |
0.790 |
0.130 |
High (YTD): |
2024-01-09 |
1.340 |
Low (YTD): |
2024-07-03 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.204 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.189 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.354 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.60% |
Volatility 6M: |
|
515.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |