BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
2024-09-02 2:20:58 PM |
Chg.-0.010 |
Bid2024-09-02 |
Ask2024-09-02 |
Underlying |
Strike price |
Expiration date |
Option type |
1.710EUR |
-0.58% |
1.710 Bid Size: 13,000 |
1.810 Ask Size: 13,000 |
Newell Brands Inc |
6.50 USD |
2025-12-19 |
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: |
2025-12-19 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.49 |
Historic volatility: |
0.58 |
Parity: |
0.53 |
Time value: |
1.23 |
Break-even: |
7.65 |
Moneyness: |
1.09 |
Premium: |
0.19 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
1.15% |
Delta: |
0.70 |
Theta: |
0.00 |
Omega: |
2.55 |
Rho: |
0.04 |
Quote data
Open: |
1.720 |
High: |
1.720 |
Low: |
1.710 |
Previous Close: |
1.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.52% |
1 Month |
|
|
-34.23% |
3 Months |
|
|
-23.32% |
YTD |
|
|
-47.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.690 |
1M High / 1M Low: |
2.600 |
1.570 |
6M High / 6M Low: |
3.200 |
0.970 |
High (YTD): |
2024-01-09 |
3.380 |
Low (YTD): |
2024-07-10 |
0.970 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.882 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.983 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.70% |
Volatility 6M: |
|
221.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |