BNP Paribas Call 10 NWL 20.12.2024
/ DE000PZ11VY3
BNP Paribas Call 10 NWL 20.12.202.../ DE000PZ11VY3 /
| 2024-08-02 9:50:32 PM |
Chg.-0.040 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-8.89% |
0.430
Bid Size: 27,200 |
0.450
Ask Size: 27,200 |
Newell Brands Inc |
10.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
-1.61 |
| Time value: |
0.45 |
| Break-even: |
9.62 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
5.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.360 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.71% |
| 1 Month |
|
|
+310.00% |
| 3 Months |
|
|
+7.89% |
| YTD |
|
|
-66.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.410 |
| 1M High / 1M Low: |
0.680 |
0.100 |
| 6M High / 6M Low: |
0.910 |
0.100 |
| High (YTD): |
2024-01-09 |
1.280 |
| Low (YTD): |
2024-07-03 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,311.83% |
| Volatility 6M: |
|
589.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
