BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
| 7/16/2024 1:50:32 PM |
Chg.+0.010 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+0.75% |
1.340
Bid Size: 16,600 |
1.440
Ask Size: 16,600 |
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: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.44 |
| Parity: |
-0.20 |
| Time value: |
1.35 |
| Break-even: |
7.31 |
| Moneyness: |
0.97 |
| Premium: |
0.27 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
2.67 |
| Rho: |
0.03 |
Quote data
| Open: |
1.330 |
| High: |
1.340 |
| Low: |
1.330 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.00% |
| 1 Month |
|
|
-19.76% |
| 3 Months |
|
|
-28.34% |
| YTD |
|
|
-58.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.970 |
| 1M High / 1M Low: |
1.560 |
0.970 |
| 6M High / 6M Low: |
3.150 |
0.970 |
| High (YTD): |
1/9/2024 |
3.380 |
| Low (YTD): |
7/10/2024 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.12% |
| Volatility 6M: |
|
127.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
