BNP Paribas Call 6.5 NWL 17.01.2025
/ DE000PZ11VZ0
BNP Paribas Call 6.5 NWL 17.01.20.../ DE000PZ11VZ0 /
| 07/10/2024 16:35:24 |
Chg.-0.080 |
Bid07/10/2024 |
Ask07/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
-6.61% |
1.130
Bid Size: 23,600 |
1.150
Ask Size: 23,600 |
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: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
0.89 |
| Time value: |
0.36 |
| Break-even: |
7.17 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
4.12 |
| Rho: |
0.01 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.130 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.12% |
| 1 Month |
|
|
-21.53% |
| 3 Months |
|
|
+85.25% |
| YTD |
|
|
-60.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.120 |
| 1M High / 1M Low: |
1.570 |
0.970 |
| 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: |
|
1.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.42% |
| Volatility 6M: |
|
344.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
