BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
8/14/2024 9:50:27 PM |
Chg.-0.110 |
Bid9:57:14 PM |
Ask9:57:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.610EUR |
-6.40% |
1.600 Bid Size: 13,700 |
1.620 Ask Size: 13,700 |
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: |
3.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.46 |
Historic volatility: |
0.57 |
Parity: |
0.56 |
Time value: |
1.19 |
Break-even: |
7.66 |
Moneyness: |
1.10 |
Premium: |
0.18 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.16% |
Delta: |
0.70 |
Theta: |
0.00 |
Omega: |
2.60 |
Rho: |
0.04 |
Quote data
Open: |
1.720 |
High: |
1.760 |
Low: |
1.590 |
Previous Close: |
1.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
+26.77% |
3 Months |
|
|
-45.61% |
YTD |
|
|
-50.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.930 |
1.570 |
1M High / 1M Low: |
3.200 |
1.330 |
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: |
|
1.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.026 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
485.55% |
Volatility 6M: |
|
221.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |