BNP Paribas Call 10 NWL 19.12.2025
/ DE000PZ11WC7
BNP Paribas Call 10 NWL 19.12.202.../ DE000PZ11WC7 /
02/09/2024 17:05:19 |
Chg.-0.010 |
Bid02/09/2024 |
Ask02/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-1.61% |
0.610 Bid Size: 28,000 |
0.630 Ask Size: 28,000 |
Newell Brands Inc |
10.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PZ11WC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.58 |
Parity: |
-2.63 |
Time value: |
0.65 |
Break-even: |
9.70 |
Moneyness: |
0.71 |
Premium: |
0.51 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.02 |
Spread %: |
3.17% |
Delta: |
0.37 |
Theta: |
0.00 |
Omega: |
3.68 |
Rho: |
0.02 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.610 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.96% |
1 Month |
|
|
-49.17% |
3 Months |
|
|
-33.70% |
YTD |
|
|
-66.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.600 |
1M High / 1M Low: |
1.200 |
0.590 |
6M High / 6M Low: |
1.610 |
0.370 |
High (YTD): |
09/01/2024 |
1.890 |
Low (YTD): |
10/07/2024 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.734 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.843 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.09% |
Volatility 6M: |
|
320.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |