BNP Paribas Call 6.5 NWL 17.01.2025
/ DE000PZ11VZ0
BNP Paribas Call 6.5 NWL 17.01.20.../ DE000PZ11VZ0 /
| 02/08/2024 21:50:32 |
Chg.-0.150 |
Bid21:56:42 |
Ask21:56:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
-7.11% |
1.990
Bid Size: 9,400 |
2.010
Ask Size: 9,400 |
Newell Brands Inc |
6.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PZ11VZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.58 |
| Parity: |
1.72 |
| Time value: |
0.41 |
| Break-even: |
8.16 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.99 |
| Rho: |
0.02 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
1.840 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.32% |
| 1 Month |
|
|
+184.06% |
| 3 Months |
|
|
+14.62% |
| YTD |
|
|
-31.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.590 |
1.960 |
| 1M High / 1M Low: |
2.590 |
0.540 |
| 6M High / 6M Low: |
2.590 |
0.540 |
| High (YTD): |
09/01/2024 |
3.000 |
| Low (YTD): |
10/07/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
751.99% |
| Volatility 6M: |
|
343.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
