BNP Paribas Call 10 NWL 20.12.2024
/ DE000PZ11VY3
BNP Paribas Call 10 NWL 20.12.202.../ DE000PZ11VY3 /
11/09/2024 08:43:11 |
Chg.-0.010 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-7.69% |
- Bid Size: - |
- Ask Size: - |
Newell Brands Inc |
10.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PZ11VY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Newell Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
04/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.57 |
Parity: |
-2.65 |
Time value: |
0.19 |
Break-even: |
9.26 |
Moneyness: |
0.71 |
Premium: |
0.44 |
Premium p.a.: |
2.80 |
Spread abs.: |
0.06 |
Spread %: |
46.15% |
Delta: |
0.19 |
Theta: |
0.00 |
Omega: |
6.46 |
Rho: |
0.00 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-42.86% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-90.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.130 |
1M High / 1M Low: |
0.170 |
0.120 |
6M High / 6M Low: |
0.700 |
0.100 |
High (YTD): |
09/01/2024 |
1.310 |
Low (YTD): |
26/07/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.301 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.06% |
Volatility 6M: |
|
831.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |