BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
| 10/18/2024 4:35:27 PM |
Chg.+0.060 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
+3.00% |
2.060
Bid Size: 22,200 |
2.080
Ask Size: 22,200 |
Newell Brands Inc |
6.50 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PZ11V6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.58 |
| Parity: |
1.09 |
| Time value: |
0.97 |
| Break-even: |
8.06 |
| Moneyness: |
1.18 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
2.56 |
| Rho: |
0.04 |
Quote data
| Open: |
2.020 |
| High: |
2.130 |
| Low: |
2.020 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.42% |
| 1 Month |
|
|
+16.38% |
| 3 Months |
|
|
+35.53% |
| YTD |
|
|
-36.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.890 |
| 1M High / 1M Low: |
2.020 |
1.610 |
| 6M High / 6M Low: |
3.200 |
0.970 |
| High (YTD): |
1/9/2024 |
3.380 |
| Low (YTD): |
7/10/2024 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.905 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.34% |
| Volatility 6M: |
|
221.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
