BNP Paribas Call 6.5 NWL 17.01.2025
/ DE000PZ11VZ0
BNP Paribas Call 6.5 NWL 17.01.20.../ DE000PZ11VZ0 /
| 7/31/2024 8:40:04 AM |
Chg.-0.05 |
Bid5:24:25 PM |
Ask5:24:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
-2.02% |
2.33
Bid Size: 17,200 |
2.35
Ask Size: 17,200 |
Newell Brands Inc |
6.50 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.58 |
| Parity: |
2.06 |
| Time value: |
0.39 |
| Break-even: |
8.46 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
2.79 |
| Rho: |
0.02 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
2.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+207.59% |
| 1 Month |
|
|
+242.25% |
| 3 Months |
|
|
+17.96% |
| YTD |
|
|
-15.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
0.79 |
| 1M High / 1M Low: |
2.60 |
0.48 |
| 6M High / 6M Low: |
2.60 |
0.48 |
| High (YTD): |
1/9/2024 |
3.04 |
| Low (YTD): |
7/10/2024 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
814.34% |
| Volatility 6M: |
|
360.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
